+335.2%
AEIS vs URA
+266.3%
+68.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.4% | -3.2% |
| 7D | +11.5% | -1.5% | +13.1% | +12.5% |
| 30D | -15.8% | -10.4% | -5.3% | -10.2% |
| 3M | -33.3% | -29.6% | -3.7% | -20.3% |
| 6M | -35.2% | -40.3% | +5.1% | -15.9% |
| YTD | +5.0% | -25.5% | +30.5% | +21.6% |
| 1Y | +8.5% | -26.4% | +34.9% | +26.0% |
| 3Y | +152.9% | +31.4% | +121.4% | +113.8% |
| 5Y | +144.6% | +28.6% | +116.0% | +98.5% |
| All | +335.2% | +266.3% | +68.9% | +78.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling