+169.3%
AEP vs URI
+1,157.2%
-987.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.7% |
| 7D | +2.0% | +2.5% | -0.5% | +1.8% |
| 30D | +0.5% | -12.5% | +13.1% | +1.5% |
| 3M | -0.3% | -6.2% | +5.9% | 0.0% |
| 6M | -3.5% | +25.9% | -29.3% | -5.4% |
| YTD | +11.3% | +26.2% | -14.9% | +8.7% |
| 1Y | +20.2% | +5.5% | +14.7% | +19.0% |
| 3Y | +79.8% | +125.0% | -45.2% | +65.0% |
| 5Y | +65.6% | +210.4% | -144.9% | +45.9% |
| 10Y | +169.3% | +1,157.2% | -987.9% | +117.4% |
| All | +169.3% | +1,157.2% | -987.9% | +117.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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