+13.4%
AGG vs URI
+126.5%
-113.0%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.1% |
| 7D | +0.1% | +2.5% | -2.4% | +0.1% |
| 30D | -0.4% | -12.5% | +12.2% | -0.2% |
| 3M | -0.3% | -6.2% | +5.9% | -0.2% |
| 6M | -1.2% | +25.9% | -27.1% | -1.7% |
| YTD | -0.4% | +26.2% | -26.5% | -0.9% |
| 1Y | +0.4% | +5.5% | -5.1% | +0.2% |
| 3Y | +13.4% | +125.0% | -111.5% | +8.1% |
| All | +13.4% | +126.5% | -113.0% | +8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling