+1,447.8%
AEIS vs URA
-51.6%
+1,499.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +4.4% | +1.7% | +4.0% |
| 7D | -11.3% | -4.1% | -7.2% | -9.1% |
| 30D | -32.6% | -19.0% | -13.6% | -24.9% |
| 3M | -39.2% | -25.1% | -14.0% | -29.9% |
| 6M | -45.4% | -44.5% | -0.9% | -27.5% |
| YTD | -5.8% | -24.3% | +18.5% | +7.6% |
| 1Y | -10.0% | -28.1% | +18.1% | +5.0% |
| 3Y | +121.2% | +40.7% | +80.5% | +82.4% |
| 5Y | +110.6% | +35.5% | +75.2% | +67.7% |
| 10Y | +326.6% | +281.2% | +45.5% | +88.9% |
| All | +1,447.8% | -51.6% | +1,499.5% | +1,395.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling