-15.0%
AEIS vs URA
-11.5%
-3.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +1.8% |
| 7D | +3.0% | +1.1% | +1.9% | +2.1% |
| 30D | -14.6% | +7.4% | -22.0% | -19.8% |
| 3M | -12.4% | -8.4% | -4.0% | -8.5% |
| 6M | -15.0% | -12.7% | -2.2% | -10.3% |
| All | -15.0% | -11.5% | -3.5% | -10.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling