+121.2%
AEIS vs URA
+36.0%
+85.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +4.4% | +1.7% | +3.6% |
| 7D | -11.3% | -4.1% | -7.2% | -8.8% |
| 30D | -32.6% | -19.0% | -13.6% | -23.7% |
| 3M | -39.2% | -25.1% | -14.0% | -28.5% |
| 6M | -45.4% | -44.5% | -0.9% | -25.5% |
| YTD | -5.8% | -24.3% | +18.5% | +9.4% |
| 1Y | -10.0% | -28.1% | +18.1% | +6.8% |
| 3Y | +121.2% | +40.7% | +80.5% | +88.2% |
| All | +121.2% | +36.0% | +85.2% | +88.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling