+45.0%
AA vs URI
+1,189.1%
-1,144.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.1% | -2.3% | -3.1% |
| 7D | +1.2% | -6.0% | +7.2% | +5.1% |
| 30D | -5.0% | +4.6% | -9.6% | -8.1% |
| 3M | -22.2% | -2.7% | -19.5% | -21.7% |
| 6M | -36.3% | +18.4% | -54.7% | -44.4% |
| YTD | -24.2% | +37.4% | -61.5% | -43.8% |
| 1Y | +3.9% | +30.4% | -26.5% | -20.0% |
| 3Y | +67.6% | +147.9% | -80.3% | -21.5% |
| 5Y | -8.8% | +202.1% | -210.9% | -63.9% |
| 10Y | +45.0% | +1,182.4% | -1,137.5% | -74.1% |
| All | +45.0% | +1,189.1% | -1,144.1% | -74.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling