+91.8%
AUR vs ACI
-45.8%
+137.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -2.4% |
| 7D | +0.2% | -7.1% | +7.2% | +1.5% |
| 30D | -8.9% | -4.5% | -4.4% | -8.2% |
| 3M | +4.6% | -22.3% | +26.9% | +9.0% |
| 6M | +44.9% | -28.4% | +73.3% | +52.3% |
| YTD | +64.8% | -29.5% | +94.4% | +73.4% |
| 1Y | +16.4% | -34.2% | +50.6% | +24.6% |
| All | +91.8% | -45.8% | +137.6% | +149.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 3y: compounded portfolio wealth divided by compounded ACI 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…
3y analysis · Full analysis span regression · 6 months rolling