+179.7%
AEIS vs UEC
+156.3%
+23.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.0% | -0.2% | +2.1% |
| 7D | +8.1% | +2.6% | +5.5% | +7.5% |
| 30D | -11.1% | +5.6% | -16.7% | -12.8% |
| 3M | -5.6% | -5.7% | +0.1% | -5.8% |
| 6M | -0.6% | -8.0% | +7.4% | -0.9% |
| YTD | +38.0% | +1.8% | +36.2% | +34.5% |
| 1Y | +87.2% | +0.6% | +86.6% | +79.7% |
| 3Y | +179.7% | +155.2% | +24.5% | +113.5% |
| All | +179.7% | +156.3% | +23.4% | +113.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded UEC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling