+8.6%
AEIS vs URA
-32.2%
+40.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -1.1% | -10.1% | -10.4% |
| 7D | -12.7% | -10.5% | -2.2% | -5.6% |
| 30D | -28.8% | -18.6% | -10.2% | -17.8% |
| 3M | -38.0% | -23.0% | -15.0% | -26.3% |
| 6M | -45.3% | -40.3% | -5.0% | -24.9% |
| YTD | +1.1% | -23.5% | +24.6% | +15.8% |
| 1Y | +8.6% | -31.1% | +39.7% | +32.4% |
| All | +8.6% | -32.2% | +40.8% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 1y: compounded portfolio wealth divided by compounded URA 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…
1y analysis · Full analysis span regression · 6 months rolling