+301.0%
AEM vs URI
+166.6%
+134.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.2% |
| 7D | +15.8% | -9.8% | +25.6% | +17.2% |
| 30D | +6.2% | +1.7% | +4.5% | +5.7% |
| 3M | +14.3% | -9.1% | +23.4% | +15.4% |
| 6M | +1.4% | +9.9% | -8.5% | -0.2% |
| YTD | +13.7% | +31.2% | -17.5% | +8.9% |
| 1Y | +21.3% | +25.9% | -4.6% | +16.7% |
| 3Y | +309.9% | +147.4% | +162.5% | +252.8% |
| All | +301.0% | +166.6% | +134.4% | +218.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling