+44.1%
AA vs URI
+1,189.9%
-1,145.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -0.8% |
| 7D | +5.3% | +9.3% | -4.0% | -0.4% |
| 30D | -2.3% | +7.6% | -9.8% | -7.1% |
| 3M | -20.8% | +1.0% | -21.9% | -22.2% |
| 6M | -39.8% | +19.8% | -59.7% | -47.8% |
| YTD | -23.3% | +41.9% | -65.1% | -44.3% |
| 1Y | +1.8% | +33.4% | -31.5% | -22.7% |
| 3Y | +69.5% | +156.0% | -86.5% | -22.2% |
| 5Y | -18.0% | +209.5% | -227.5% | -68.0% |
| All | +44.1% | +1,189.9% | -1,145.8% | -75.4% |
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 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