+203.4%
URI vs AEE
+40.8%
+162.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.6% | +1.6% |
| 7D | -2.0% | +0.3% | -2.3% | -2.1% |
| 30D | -12.9% | -2.3% | -10.7% | -12.2% |
| 3M | -6.7% | +0.2% | -6.9% | -7.0% |
| 6M | +19.0% | -4.7% | +23.7% | +20.9% |
| YTD | +25.5% | +8.1% | +17.4% | +21.9% |
| 1Y | +5.5% | +8.5% | -3.0% | +2.3% |
| 3Y | +111.3% | +48.9% | +62.4% | +79.0% |
| All | +203.4% | +40.8% | +162.7% | +159.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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