+297.5%
AEM vs URA
+131.0%
+166.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.1% | -4.5% | -2.6% |
| 7D | +4.3% | +8.1% | -3.8% | +1.4% |
| 30D | +13.1% | +5.8% | +7.4% | +10.8% |
| 3M | +24.8% | +3.4% | +21.3% | +23.1% |
| 6M | -8.2% | -2.6% | -5.6% | -7.5% |
| YTD | +19.8% | +11.2% | +8.7% | +15.9% |
| 1Y | +32.1% | +19.8% | +12.2% | +24.2% |
| 3Y | +348.2% | +121.5% | +226.7% | +239.7% |
| 5Y | +297.5% | +134.5% | +163.0% | +188.1% |
| All | +297.5% | +131.0% | +166.5% | +188.1% |
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