+4,712.8%
AEM vs URI
+7,462.1%
-2,749.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.2% |
| 7D | +15.8% | -9.8% | +25.6% | +16.7% |
| 30D | +6.2% | +1.7% | +4.5% | +5.9% |
| 3M | +14.3% | -9.1% | +23.4% | +15.1% |
| 6M | +1.4% | +9.9% | -8.5% | +0.4% |
| YTD | +13.7% | +31.2% | -17.5% | +10.5% |
| 1Y | +21.3% | +25.9% | -4.6% | +18.3% |
| 3Y | +309.9% | +147.4% | +162.5% | +274.8% |
| 5Y | +301.0% | +179.7% | +121.2% | +259.1% |
| 10Y | +344.0% | +1,419.5% | -1,075.5% | +233.8% |
| All | +4,712.8% | +7,462.1% | -2,749.2% | +2,430.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling