-35.0%
AUR vs AEIS
+224.2%
-259.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +1.0% | +0.7% |
| 7D | +11.1% | +6.5% | +4.6% | +6.1% |
| 30D | -6.9% | -9.2% | +2.3% | -0.5% |
| 3M | +5.5% | -8.3% | +13.9% | +6.6% |
| 6M | +41.0% | -6.3% | +47.3% | +32.8% |
| YTD | +69.3% | +36.5% | +32.8% | +9.6% |
| 1Y | +14.0% | +84.8% | -70.7% | -46.6% |
| 3Y | +90.1% | +176.6% | -86.5% | -38.9% |
| 5Y | -34.4% | +237.1% | -271.5% | -81.8% |
| All | -35.0% | +224.2% | -259.2% | -82.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling