+4,684.9%
AEM vs URI
+7,815.7%
-3,130.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.1% | -3.1% | -5.0% |
| 7D | +13.9% | -6.0% | +19.8% | +14.4% |
| 30D | +0.8% | +4.6% | -3.8% | +0.3% |
| 3M | +5.8% | -2.7% | +8.5% | +5.9% |
| 6M | -1.0% | +18.4% | -19.3% | -2.6% |
| YTD | +13.1% | +37.4% | -24.3% | +9.5% |
| 1Y | +14.4% | +30.4% | -15.9% | +11.3% |
| 3Y | +325.7% | +147.9% | +177.8% | +289.2% |
| 5Y | +273.7% | +202.1% | +71.7% | +232.8% |
| 10Y | +390.1% | +1,182.4% | -792.3% | +274.0% |
| All | +4,684.9% | +7,815.7% | -3,130.8% | +2,406.3% |
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