+177.7%
AEP vs URA
+369.2%
-191.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.5% |
| 7D | +0.9% | +5.7% | -4.8% | +0.6% |
| 30D | +1.5% | +5.6% | -4.1% | +1.1% |
| 3M | -1.7% | +6.2% | -7.9% | -2.2% |
| 6M | -4.0% | -8.2% | +4.2% | -3.9% |
| YTD | +10.6% | +9.7% | +0.9% | +9.2% |
| 1Y | +18.6% | +17.0% | +1.6% | +16.2% |
| 3Y | +78.7% | +118.5% | -39.8% | +64.3% |
| 5Y | +65.1% | +134.3% | -69.3% | +48.0% |
| 10Y | +177.7% | +377.5% | -199.8% | +108.1% |
| All | +177.7% | +369.2% | -191.5% | +108.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling