+219.9%
AEIS vs URA
+128.0%
+91.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.0% |
| 7D | +3.0% | +1.1% | +1.9% | +2.5% |
| 30D | -14.6% | +7.4% | -22.0% | -17.5% |
| 3M | -12.4% | -8.4% | -4.0% | -8.9% |
| 6M | -15.0% | -12.7% | -2.2% | -10.0% |
| YTD | +34.3% | +7.8% | +26.5% | +29.6% |
| 1Y | +87.4% | +19.5% | +67.9% | +71.9% |
| 3Y | +139.8% | +116.4% | +23.4% | +68.6% |
| All | +219.9% | +128.0% | +91.9% | +110.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling