+45.0%
AA vs URA
+289.1%
-244.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.5% | -1.4% | -0.5% |
| 7D | +1.2% | +0.3% | +0.9% | +1.0% |
| 30D | -5.0% | -14.8% | +9.8% | +5.0% |
| 3M | -22.2% | -25.3% | +3.1% | -7.0% |
| 6M | -36.3% | -39.9% | +3.6% | -13.1% |
| YTD | -24.2% | -22.4% | -1.8% | -15.0% |
| 1Y | +3.9% | -29.0% | +32.8% | +23.0% |
| 3Y | +67.6% | +41.0% | +26.6% | +13.3% |
| 5Y | -8.8% | +38.3% | -47.2% | -39.8% |
| 10Y | +45.0% | +276.1% | -231.1% | -61.0% |
| All | +45.0% | +289.1% | -244.1% | -61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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