+67.6%
AEP vs URI
+200.7%
-133.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.3% |
| 7D | +1.8% | -2.0% | +3.8% | +1.9% |
| 30D | -0.8% | -12.9% | +12.1% | +0.2% |
| 3M | -1.8% | -6.7% | +4.9% | -1.5% |
| 6M | -5.4% | +19.0% | -24.4% | -6.9% |
| YTD | +10.4% | +25.5% | -15.1% | +8.0% |
| 1Y | +18.2% | +5.5% | +12.6% | +17.0% |
| 3Y | +79.0% | +111.3% | -32.4% | +61.5% |
| All | +67.6% | +200.7% | -133.0% | +39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling