+194.6%
AEP vs URI
+1,313.6%
-1,119.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.9% | -5.5% | +0.9% |
| 7D | -1.5% | -4.0% | +2.5% | -1.3% |
| 30D | +4.5% | +6.8% | -2.3% | +3.9% |
| 3M | +2.8% | -2.8% | +5.7% | +2.9% |
| 6M | -0.7% | +20.9% | -21.5% | -2.3% |
| YTD | +13.8% | +40.2% | -26.4% | +10.2% |
| 1Y | +9.0% | +34.1% | -25.1% | +5.8% |
| 3Y | +83.0% | +164.1% | -81.1% | +65.3% |
| 5Y | +83.3% | +199.3% | -116.1% | +61.2% |
| 10Y | +194.6% | +1,218.8% | -1,024.2% | +148.5% |
| All | +194.6% | +1,313.6% | -1,119.1% | +148.5% |
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