+376.1%
AEM vs URA
+369.2%
+6.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.8% |
| 7D | +3.0% | +5.7% | -2.7% | +1.1% |
| 30D | +12.5% | +5.6% | +6.9% | +10.5% |
| 3M | +26.9% | +6.2% | +20.7% | +24.4% |
| 6M | -9.4% | -8.2% | -1.2% | -7.0% |
| YTD | +20.3% | +9.7% | +10.6% | +17.0% |
| 1Y | +33.8% | +17.0% | +16.8% | +27.1% |
| 3Y | +349.8% | +118.5% | +231.3% | +247.7% |
| 5Y | +301.0% | +134.3% | +166.7% | +193.2% |
| 10Y | +376.1% | +377.5% | -1.4% | +207.4% |
| All | +376.1% | +369.2% | +6.8% | +207.4% |
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