-15.6%
AA vs URI
+213.9%
-229.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.2% | -1.5% | +0.4% |
| 7D | +1.1% | +2.4% | -1.3% | -0.1% |
| 30D | -1.3% | +8.9% | -10.1% | -6.0% |
| 3M | -23.9% | +0.8% | -24.7% | -24.8% |
| 6M | -36.8% | +23.1% | -59.9% | -44.9% |
| YTD | -22.2% | +43.1% | -65.2% | -41.4% |
| 1Y | +10.4% | +35.7% | -25.3% | -13.7% |
| 3Y | +72.0% | +158.2% | -86.2% | -19.4% |
| 5Y | -15.6% | +212.6% | -228.2% | -65.5% |
| All | -15.6% | +213.9% | -229.5% | -65.5% |
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