+513.2%
AEP vs URA
-51.6%
+564.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.4% | -4.6% | -0.6% |
| 7D | -2.8% | -4.1% | +1.3% | -2.5% |
| 30D | +3.6% | -19.0% | +22.7% | +5.4% |
| 3M | +1.8% | -25.1% | +26.9% | +4.1% |
| 6M | -3.1% | -44.5% | +41.4% | +1.4% |
| YTD | +12.2% | -24.3% | +36.6% | +13.6% |
| 1Y | +9.1% | -28.1% | +37.3% | +10.8% |
| 3Y | +77.9% | +40.7% | +37.2% | +65.7% |
| 5Y | +78.1% | +35.5% | +42.6% | +63.6% |
| 10Y | +187.8% | +281.2% | -93.4% | +119.3% |
| All | +513.2% | -51.6% | +564.8% | +489.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling