+346.7%
AEM vs URI
+1,233.8%
-887.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.9% | +1.0% | -2.6% |
| 7D | -5.0% | -0.5% | -4.6% | -5.0% |
| 30D | +8.5% | -13.4% | +21.8% | +9.8% |
| 3M | +29.3% | -6.2% | +35.5% | +29.9% |
| 6M | -12.9% | +28.0% | -40.9% | -15.0% |
| YTD | +16.8% | +23.0% | -6.2% | +14.2% |
| 1Y | +29.8% | +5.5% | +24.3% | +28.5% |
| 3Y | +336.7% | +119.2% | +217.5% | +302.9% |
| 5Y | +299.9% | +201.0% | +98.9% | +254.9% |
| All | +346.7% | +1,233.8% | -887.1% | +262.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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