-19.0%
USAR vs AEIS
+89.6%
-108.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.0% | +5.1% | +2.7% |
| 7D | -0.8% | +11.5% | -12.3% | -5.0% |
| 30D | -20.9% | -15.8% | -5.2% | -16.2% |
| 3M | -56.2% | -33.3% | -22.8% | -49.8% |
| 6M | -67.9% | -35.2% | -32.7% | -63.1% |
| YTD | -31.4% | +5.0% | -36.5% | -30.3% |
| 1Y | -45.1% | +8.5% | -53.5% | -44.3% |
| 3Y | -20.3% | +152.9% | -173.2% | -22.3% |
| All | -19.0% | +89.6% | -108.6% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 all: compounded portfolio wealth divided by compounded AEIS 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…
all analysis · Full analysis span regression · 6 months rolling