-17.4%
AA vs URI
+203.0%
-220.4%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.1% |
| 7D | +0.5% | +6.7% | -6.2% | -2.9% |
| 30D | -0.6% | +8.9% | -9.5% | -5.4% |
| 3M | -19.7% | +0.5% | -20.2% | -20.6% |
| 6M | -41.6% | +20.7% | -62.2% | -48.5% |
| YTD | -24.6% | +40.0% | -64.7% | -42.6% |
| 1Y | +4.9% | +34.4% | -29.5% | -17.7% |
| 3Y | +66.8% | +149.5% | -82.6% | -20.2% |
| All | -17.4% | +203.0% | -220.4% | -65.4% |
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 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