+6,893.4%
URI vs AEIS
+1,877.1%
+5,016.3%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +0.9% |
| 7D | -2.0% | +3.0% | -4.9% | -2.8% |
| 30D | -12.9% | -14.6% | +1.7% | -8.9% |
| 3M | -6.7% | -12.4% | +5.7% | -4.9% |
| 6M | +19.0% | -15.0% | +34.0% | +21.0% |
| YTD | +25.5% | +34.3% | -8.8% | +9.8% |
| 1Y | +5.5% | +87.4% | -81.8% | -17.7% |
| 3Y | +111.3% | +139.8% | -28.5% | +50.2% |
| 5Y | +198.6% | +220.7% | -22.2% | +93.8% |
| 10Y | +1,179.9% | +531.6% | +648.3% | +562.0% |
| All | +6,893.4% | +1,877.1% | +5,016.3% | +1,717.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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