+203.1%
AEM vs URA
-49.7%
+252.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.5% | -3.8% | -2.9% |
| 7D | +1.4% | +2.9% | -1.5% | +0.3% |
| 30D | -1.2% | -10.8% | +9.6% | +2.8% |
| 3M | +2.5% | -25.5% | +28.1% | +13.5% |
| 6M | -5.1% | -41.2% | +36.1% | +13.7% |
| YTD | +10.4% | -21.3% | +31.7% | +19.9% |
| 1Y | +11.8% | -25.7% | +37.5% | +23.5% |
| 3Y | +315.6% | +43.1% | +272.6% | +260.0% |
| 5Y | +266.3% | +35.6% | +230.7% | +211.5% |
| 10Y | +427.4% | +281.3% | +146.1% | +188.8% |
| All | +203.1% | -49.7% | +252.8% | +190.0% |
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