+1,213.1%
URI vs AME
+437.3%
+775.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.6% | +3.5% |
| 7D | +2.6% | +1.1% | +1.5% | +1.5% |
| 30D | +9.1% | -4.1% | +13.2% | +13.7% |
| 3M | +1.0% | -6.3% | +7.3% | +7.6% |
| 6M | +23.3% | +3.5% | +19.8% | +17.7% |
| YTD | +43.3% | +17.3% | +26.0% | +18.2% |
| 1Y | +35.9% | +22.0% | +13.9% | +7.2% |
| 3Y | +158.6% | +62.0% | +96.6% | +44.6% |
| 5Y | +213.1% | +78.5% | +134.6% | +58.4% |
| 10Y | +1,213.1% | +441.6% | +771.4% | +138.1% |
| All | +1,213.1% | +437.3% | +775.7% | +138.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling