+209.5%
URI vs AME
+79.2%
+130.3%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.6% |
| 7D | +9.3% | +8.1% | +1.2% | +1.3% |
| 30D | +7.6% | -3.8% | +11.4% | +11.4% |
| 3M | +1.0% | -6.6% | +7.7% | +7.6% |
| 6M | +19.8% | +4.6% | +15.3% | +13.8% |
| YTD | +41.9% | +17.9% | +23.9% | +18.1% |
| 1Y | +33.4% | +23.2% | +10.1% | +6.0% |
| 3Y | +156.0% | +62.9% | +93.1% | +45.4% |
| 5Y | +209.5% | +77.5% | +132.0% | +56.9% |
| All | +209.5% | +79.2% | +130.3% | +56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling