+10.8%
AEP vs AUR
-17.4%
+28.2%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +4.0% | -0.7% |
| 7D | +0.8% | -19.8% | +20.7% | -0.1% |
| 30D | +7.9% | -29.0% | +37.0% | +6.6% |
| 3M | +1.5% | -43.6% | +45.0% | -0.6% |
| 6M | -2.6% | -36.6% | +34.1% | -3.8% |
| YTD | +14.7% | +6.3% | +8.4% | +13.8% |
| 1Y | +10.8% | -9.0% | +19.8% | +9.9% |
| All | +10.8% | -17.4% | +28.2% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 1y: compounded portfolio wealth divided by compounded AUR 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…
1y analysis · Full analysis span regression · 6 months rolling