+67.6%
AEP vs URA
+128.0%
-60.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.2% |
| 7D | +1.8% | +1.1% | +0.7% | +1.7% |
| 30D | -0.8% | +7.4% | -8.2% | -1.1% |
| 3M | -1.8% | -8.4% | +6.6% | -1.6% |
| 6M | -5.4% | -12.7% | +7.4% | -5.1% |
| YTD | +10.4% | +7.8% | +2.7% | +9.5% |
| 1Y | +18.2% | +19.5% | -1.3% | +16.4% |
| 3Y | +79.0% | +116.4% | -37.5% | +67.3% |
| All | +67.6% | +128.0% | -60.4% | +53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling