+16.0%
AA vs URI
+33.3%
-17.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.4% | +7.1% | +3.1% |
| 7D | +0.9% | -4.3% | +5.2% | +1.3% |
| 30D | -6.4% | +4.6% | -11.1% | -6.8% |
| 3M | -13.0% | -2.1% | -10.8% | -12.8% |
| 6M | -34.6% | +21.9% | -56.6% | -35.2% |
| YTD | -23.0% | +39.7% | -62.7% | -31.2% |
| 1Y | +16.0% | +32.9% | -16.9% | +12.4% |
| All | +16.0% | +33.3% | -17.3% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 1y: compounded portfolio wealth divided by compounded URI 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…
1y analysis · Full analysis span regression · 6 months rolling