+297.5%
AEM vs URI
+206.8%
+90.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | +4.3% | +2.5% | +1.8% | +4.0% |
| 30D | +13.1% | -12.5% | +25.7% | +14.9% |
| 3M | +24.8% | -6.2% | +31.0% | +25.6% |
| 6M | -8.2% | +25.9% | -34.1% | -11.1% |
| YTD | +19.8% | +26.2% | -6.4% | +15.9% |
| 1Y | +32.1% | +5.5% | +26.6% | +30.1% |
| 3Y | +348.2% | +125.0% | +223.2% | +297.3% |
| 5Y | +297.5% | +210.4% | +87.0% | +222.2% |
| All | +297.5% | +206.8% | +90.6% | +222.2% |
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