+390.1%
AEM vs URA
+289.1%
+101.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -3.5% | -1.7% | -4.0% |
| 7D | +13.9% | +0.3% | +13.6% | +13.6% |
| 30D | +0.8% | -14.8% | +15.5% | +6.4% |
| 3M | +5.8% | -25.3% | +31.1% | +16.6% |
| 6M | -1.0% | -39.9% | +39.0% | +17.1% |
| YTD | +13.1% | -22.4% | +35.5% | +23.6% |
| 1Y | +14.4% | -29.0% | +43.4% | +28.1% |
| 3Y | +325.7% | +41.0% | +284.7% | +280.1% |
| 5Y | +273.7% | +38.3% | +235.4% | +224.4% |
| 10Y | +390.1% | +276.1% | +114.1% | +175.7% |
| All | +390.1% | +289.1% | +101.1% | +175.7% |
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