+150.7%
AEIS vs UEC
+39.8%
+110.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.8% | +3.6% | +4.3% |
| 7D | +9.5% | +0.6% | +8.9% | +9.6% |
| 30D | -17.5% | -18.1% | +0.6% | -13.5% |
| 3M | -29.3% | -36.9% | +7.6% | -22.1% |
| 6M | -34.7% | -56.1% | +21.4% | -23.3% |
| YTD | +10.7% | -38.1% | +48.8% | +20.6% |
| 1Y | +7.4% | -41.7% | +49.1% | +17.8% |
| 3Y | +161.1% | +28.2% | +132.9% | +130.8% |
| 5Y | +150.7% | +31.7% | +119.0% | +94.6% |
| All | +150.7% | +39.8% | +110.9% | +94.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling