+80.4%
AEP vs URA
+41.0%
+39.4%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.4% | -4.6% | -0.2% |
| 7D | -2.8% | -4.1% | +1.3% | -2.9% |
| 30D | +3.6% | -19.0% | +22.7% | +3.5% |
| 3M | +1.8% | -25.1% | +26.9% | +1.7% |
| 6M | -3.1% | -44.5% | +41.4% | -3.4% |
| YTD | +12.2% | -24.3% | +36.6% | +12.4% |
| 1Y | +9.1% | -28.1% | +37.3% | +9.2% |
| All | +80.4% | +41.0% | +39.4% | +87.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling