+256.3%
AU vs SPXU
-100.0%
+356.3%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.9% |
| 7D | +0.6% | +1.3% | -0.6% | +0.9% |
| 30D | +12.3% | +5.1% | +7.2% | +13.3% |
| 3M | +29.4% | -9.1% | +38.5% | +28.2% |
| 6M | +3.2% | -29.6% | +32.8% | -0.6% |
| YTD | +31.8% | -27.7% | +59.5% | +27.7% |
| 1Y | +83.4% | -37.0% | +120.4% | +75.2% |
| 3Y | +623.1% | -80.2% | +703.3% | +507.9% |
| 5Y | +700.5% | -86.0% | +786.5% | +575.3% |
| 10Y | +717.6% | -99.5% | +817.1% | +361.9% |
| All | +256.3% | -100.0% | +356.3% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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