+547.2%
AEIS vs URA
+371.9%
+175.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.1% | -0.3% | +1.3% |
| 7D | +8.1% | +8.1% | 0.0% | +4.1% |
| 30D | -11.1% | +5.8% | -16.9% | -13.7% |
| 3M | -5.6% | +3.4% | -9.1% | -6.9% |
| 6M | -0.6% | -2.6% | +2.0% | +0.5% |
| YTD | +38.0% | +11.2% | +26.9% | +30.3% |
| 1Y | +87.2% | +19.8% | +67.4% | +68.6% |
| 3Y | +179.7% | +121.5% | +58.2% | +81.3% |
| 5Y | +241.7% | +134.5% | +107.3% | +99.0% |
| 10Y | +547.2% | +376.7% | +170.5% | +127.7% |
| All | +547.2% | +371.9% | +175.3% | +127.7% |
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