+356.2%
AEIS vs URA
+289.1%
+67.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +2.5% | +10.0% | +11.3% |
| 7D | -6.9% | +0.3% | -7.2% | -6.6% |
| 30D | -23.2% | -14.8% | -8.4% | -16.1% |
| 3M | -29.5% | -25.3% | -4.2% | -18.1% |
| 6M | -37.9% | -39.9% | +2.0% | -19.8% |
| YTD | +6.0% | -22.4% | +28.4% | +20.2% |
| 1Y | +1.2% | -29.0% | +30.2% | +19.3% |
| 3Y | +150.0% | +41.0% | +109.0% | +104.1% |
| 5Y | +141.9% | +38.3% | +103.5% | +89.1% |
| 10Y | +356.2% | +276.1% | +80.1% | +88.3% |
| All | +356.2% | +289.1% | +67.1% | +88.3% |
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