+12.4%
AA vs URI
+200.7%
-188.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -3.0% |
| 7D | -0.7% | -2.0% | +1.3% | +0.2% |
| 30D | +5.0% | -12.9% | +17.9% | +13.0% |
| 3M | -35.8% | -6.7% | -29.1% | -33.9% |
| 6M | -18.4% | +19.0% | -37.4% | -29.7% |
| YTD | -5.5% | +25.5% | -31.0% | -23.2% |
| 1Y | +61.0% | +5.5% | +55.4% | +46.1% |
| 3Y | +66.2% | +111.3% | -45.1% | -11.3% |
| All | +12.4% | +200.7% | -188.2% | -55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling