-34.9%
AUR vs ACI
-3.3%
-31.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.3% | +5.9% | +3.1% |
| 7D | +19.2% | -2.6% | +21.8% | +19.6% |
| 30D | -7.8% | +1.1% | -8.9% | -8.0% |
| 3M | +4.0% | -23.6% | +27.6% | +7.0% |
| 6M | +45.0% | -29.9% | +74.9% | +50.3% |
| YTD | +69.5% | -26.9% | +96.4% | +74.6% |
| 1Y | +13.0% | -34.2% | +47.3% | +17.8% |
| 3Y | +90.4% | -43.6% | +134.0% | +99.5% |
| 5Y | -34.2% | -42.4% | +8.2% | -33.0% |
| All | -34.9% | -3.3% | -31.6% | -33.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling