+51.6%
URI vs AAOX
-92.4%
+144.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +8.9% | -2.1% | +6.6% |
| 7D | -4.0% | -35.9% | +31.8% | -3.1% |
| 30D | +6.8% | -81.6% | +88.4% | +10.4% |
| 3M | -2.8% | -90.3% | +87.5% | +1.1% |
| 6M | +20.9% | -95.7% | +116.5% | +25.0% |
| All | +51.6% | -92.4% | +144.0% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 AAOX 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