+200.9%
AEP vs URI
+1,189.1%
-988.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.2% |
| 7D | -1.6% | -6.0% | +4.4% | -1.1% |
| 30D | +4.1% | +4.6% | -0.5% | +3.7% |
| 3M | +4.1% | -2.7% | +6.8% | +4.2% |
| 6M | -1.0% | +18.4% | -19.4% | -2.5% |
| YTD | +13.4% | +37.4% | -23.9% | +10.0% |
| 1Y | +6.7% | +30.4% | -23.7% | +3.8% |
| 3Y | +81.3% | +147.9% | -66.6% | +64.6% |
| 5Y | +80.1% | +202.1% | -122.0% | +58.3% |
| 10Y | +200.9% | +1,182.4% | -981.6% | +154.6% |
| All | +200.9% | +1,189.1% | -988.2% | +154.6% |
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