+1,218.8%
URI vs AME
+465.0%
+753.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +4.2% | +2.7% | +2.4% |
| 7D | -4.0% | -1.5% | -2.5% | -2.4% |
| 30D | +6.8% | -4.2% | +11.0% | +11.3% |
| 3M | -2.8% | -5.9% | +3.1% | +3.1% |
| 6M | +20.9% | +2.8% | +18.0% | +16.2% |
| YTD | +40.2% | +16.6% | +23.7% | +16.4% |
| 1Y | +34.1% | +22.1% | +12.0% | +5.7% |
| 3Y | +164.1% | +64.7% | +99.5% | +45.1% |
| 5Y | +199.3% | +76.6% | +122.7% | +53.4% |
| 10Y | +1,218.8% | +443.9% | +775.0% | +146.7% |
| All | +1,218.8% | +465.0% | +753.8% | +146.7% |
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