+96.7%
AGG vs URI
+6,933.0%
-6,836.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.3% | -0.7% |
| 7D | -0.1% | -6.0% | +5.9% | -0.1% |
| 30D | +1.4% | +4.6% | -3.2% | +1.4% |
| 3M | -0.7% | -2.7% | +2.0% | -0.7% |
| 6M | -1.7% | +18.4% | -20.0% | -1.6% |
| YTD | -1.1% | +37.4% | -38.4% | -1.0% |
| 1Y | -0.7% | +30.4% | -31.0% | -0.7% |
| 3Y | +14.2% | +147.9% | -133.8% | +14.3% |
| 5Y | -1.4% | +202.1% | -203.5% | -1.2% |
| 10Y | +16.5% | +1,182.4% | -1,166.0% | +17.5% |
| All | +96.7% | +6,933.0% | -6,836.3% | +100.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling