+205.1%
AEP vs URA
+277.9%
-72.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +1.0% |
| 7D | +0.7% | +2.9% | -2.1% | +0.6% |
| 30D | +4.8% | -10.8% | +15.6% | +5.4% |
| 3M | +5.4% | -25.5% | +30.9% | +7.0% |
| 6M | +0.4% | -41.2% | +41.6% | +3.3% |
| YTD | +15.5% | -21.3% | +36.8% | +16.1% |
| 1Y | +8.5% | -25.7% | +34.2% | +9.4% |
| 3Y | +84.6% | +43.1% | +41.5% | +74.6% |
| 5Y | +86.9% | +35.6% | +51.3% | +74.6% |
| 10Y | +205.1% | +281.3% | -76.2% | +111.0% |
| All | +205.1% | +277.9% | -72.8% | +111.0% |
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