+66.3%
AA vs URI
+1,374.0%
-1,307.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.8% | +2.2% |
| 7D | +0.9% | -9.8% | +10.7% | +7.4% |
| 30D | -6.7% | +1.7% | -8.4% | -8.2% |
| 3M | -16.3% | -9.1% | -7.3% | -12.2% |
| 6M | -37.1% | +9.9% | -47.0% | -42.4% |
| YTD | -25.0% | +31.2% | -56.2% | -42.7% |
| 1Y | +8.6% | +25.9% | -17.4% | -14.5% |
| 3Y | +57.2% | +147.4% | -90.1% | -26.3% |
| 5Y | -13.0% | +179.7% | -192.8% | -63.5% |
| All | +66.3% | +1,374.0% | -1,307.6% | -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