+233.7%
AEM vs URA
-31.1%
+264.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -1.9% | -1.4% |
| 7D | -0.5% | +1.1% | -1.6% | -0.8% |
| 30D | +24.0% | +7.4% | +16.6% | +21.1% |
| 3M | +16.1% | -8.4% | +24.5% | +19.6% |
| 6M | -11.6% | -12.7% | +1.1% | -7.6% |
| YTD | +21.5% | +7.8% | +13.8% | +18.5% |
| 1Y | +39.2% | +19.5% | +19.7% | +30.5% |
| 3Y | +347.4% | +116.4% | +231.0% | +235.9% |
| 5Y | +290.1% | +134.3% | +155.9% | +172.5% |
| 10Y | +357.8% | +359.3% | -1.5% | +136.1% |
| All | +233.7% | -31.1% | +264.8% | +186.6% |
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