+5,043.4%
AEM vs URI
+7,134.6%
-2,091.1%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.3% |
| 7D | -0.5% | -2.0% | +1.5% | -0.3% |
| 30D | +24.0% | -12.9% | +37.0% | +25.4% |
| 3M | +16.1% | -6.7% | +22.8% | +16.7% |
| 6M | -11.6% | +19.0% | -30.6% | -13.2% |
| YTD | +21.5% | +25.5% | -4.0% | +18.7% |
| 1Y | +39.2% | +5.5% | +33.6% | +37.8% |
| 3Y | +347.4% | +111.3% | +236.1% | +314.6% |
| 5Y | +290.1% | +198.6% | +91.6% | +247.7% |
| 10Y | +357.8% | +1,179.9% | -822.1% | +249.2% |
| All | +5,043.4% | +7,134.6% | -2,091.1% | +2,617.0% |
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 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