+1,182.4%
URI vs AME
+438.4%
+744.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -6.0% | -4.1% | -1.8% | -1.5% |
| 30D | +4.6% | -4.1% | +8.7% | +9.0% |
| 3M | -2.7% | -5.6% | +2.9% | +2.8% |
| 6M | +18.4% | +2.8% | +15.5% | +13.8% |
| YTD | +37.4% | +16.6% | +20.8% | +14.0% |
| 1Y | +30.4% | +21.1% | +9.3% | +3.7% |
| 3Y | +147.9% | +61.1% | +86.8% | +39.5% |
| 5Y | +202.1% | +76.6% | +125.5% | +54.7% |
| 10Y | +1,182.4% | +431.3% | +751.1% | +140.3% |
| All | +1,182.4% | +438.4% | +744.0% | +140.3% |
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