+1,150.0%
URI vs AME
+419.5%
+730.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | 0.0% |
| 7D | -2.0% | +0.6% | -2.6% | -2.6% |
| 30D | -12.9% | -6.7% | -6.3% | -6.3% |
| 3M | -6.7% | +4.1% | -10.8% | -10.8% |
| 6M | +19.0% | +1.6% | +17.4% | +16.6% |
| YTD | +25.5% | +16.1% | +9.4% | +5.2% |
| 1Y | +5.5% | +27.3% | -21.8% | -21.2% |
| 3Y | +111.3% | +50.9% | +60.4% | +28.9% |
| 5Y | +198.6% | +81.4% | +117.2% | +48.5% |
| All | +1,150.0% | +419.5% | +730.5% | +107.0% |
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