-14.8%
AA vs URI
+166.6%
-181.4%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.8% | +2.3% |
| 7D | +0.9% | -9.8% | +10.7% | +6.5% |
| 30D | -6.7% | +1.7% | -8.4% | -7.9% |
| 3M | -16.3% | -9.1% | -7.3% | -12.7% |
| 6M | -37.1% | +9.9% | -47.0% | -41.6% |
| YTD | -25.0% | +31.2% | -56.2% | -40.9% |
| 1Y | +8.6% | +25.9% | -17.4% | -11.8% |
| 3Y | +57.2% | +147.4% | -90.1% | -25.5% |
| All | -14.8% | +166.6% | -181.4% | -61.8% |
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