+59.3%
USAR vs AEE
+36.0%
+23.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.2% | -4.8% | -6.1% |
| 7D | -9.3% | -0.7% | -8.7% | -9.4% |
| 30D | -15.2% | -2.0% | -13.2% | -15.4% |
| 3M | -21.1% | -2.8% | -18.3% | -21.5% |
| 6M | -21.6% | -3.6% | -18.0% | -21.8% |
| YTD | +34.8% | +7.3% | +27.5% | +33.8% |
| 1Y | +15.6% | +8.7% | +6.9% | +15.1% |
| 3Y | +57.7% | +46.0% | +11.7% | +57.0% |
| All | +59.3% | +36.0% | +23.3% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 10y: compounded portfolio wealth divided by compounded AEE 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…
10y analysis · Full analysis span regression · 6 months rolling