-35.1%
AUR vs AEIS
+232.6%
-267.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.9% | -3.4% | -2.3% |
| 7D | +1.4% | +2.3% | -0.8% | -0.5% |
| 30D | -6.4% | -14.8% | +8.4% | +5.6% |
| 3M | +7.7% | -15.6% | +23.3% | +17.3% |
| 6M | +44.5% | -8.7% | +53.2% | +38.2% |
| YTD | +67.4% | +37.3% | +30.1% | +4.2% |
| 1Y | +15.4% | +80.3% | -64.9% | -47.7% |
| 3Y | +94.8% | +177.9% | -83.1% | -43.7% |
| All | -35.1% | +232.6% | -267.7% | -84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 5y: compounded portfolio wealth divided by compounded AEIS 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…
5y analysis · Full analysis span regression · 6 months rolling