+14.2%
AGG vs URI
+155.7%
-141.5%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.3% | -0.7% |
| 7D | -0.1% | -6.0% | +5.9% | 0.0% |
| 30D | +1.4% | +4.6% | -3.2% | +1.3% |
| 3M | -0.7% | -2.7% | +2.0% | -0.7% |
| 6M | -1.7% | +18.4% | -20.0% | -2.0% |
| YTD | -1.1% | +37.4% | -38.4% | -1.7% |
| 1Y | -0.7% | +30.4% | -31.0% | -1.2% |
| 3Y | +14.2% | +147.9% | -133.8% | +9.7% |
| All | +14.2% | +155.7% | -141.5% | +9.7% |
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