+1,340.7%
URI vs AME
+442.8%
+897.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.5% | -1.4% | -1.6% |
| 7D | -9.8% | -5.2% | -4.6% | -4.5% |
| 30D | +1.7% | -8.0% | +9.8% | +10.8% |
| 3M | -9.1% | -8.9% | -0.2% | -0.2% |
| 6M | +9.9% | -5.0% | +14.8% | +15.0% |
| YTD | +31.2% | +11.9% | +19.3% | +13.6% |
| 1Y | +25.9% | +16.6% | +9.3% | +4.0% |
| 3Y | +147.4% | +62.5% | +84.9% | +36.7% |
| 5Y | +179.7% | +67.6% | +112.1% | +50.9% |
| All | +1,340.7% | +442.8% | +897.9% | +130.3% |
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