+240.1%
AU vs ITOT
+887.7%
-647.6%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | 0.0% |
| 7D | -4.3% | -0.9% | -3.4% | -3.7% |
| 30D | +7.3% | -1.5% | +8.8% | +8.4% |
| 3M | +26.3% | +3.6% | +22.8% | +23.7% |
| 6M | +1.8% | +13.7% | -11.9% | -5.5% |
| YTD | +26.8% | +12.9% | +13.9% | +18.4% |
| 1Y | +66.7% | +17.2% | +49.5% | +52.3% |
| 3Y | +579.1% | +75.6% | +503.4% | +371.8% |
| 5Y | +689.3% | +75.5% | +613.9% | +438.8% |
| 10Y | +686.6% | +302.0% | +384.7% | +169.4% |
| All | +240.1% | +887.7% | -647.6% | -54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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