-36.7%
AUR vs ALC
-1.6%
-35.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.7% | +0.1% | -0.6% |
| 7D | +0.2% | -7.7% | +7.8% | +6.2% |
| 30D | -8.9% | -11.7% | +2.8% | -0.3% |
| 3M | +4.6% | +0.7% | +4.0% | +2.4% |
| 6M | +44.9% | -17.1% | +61.9% | +62.9% |
| YTD | +64.8% | -15.1% | +80.0% | +81.5% |
| 1Y | +16.4% | -14.1% | +30.5% | +25.4% |
| 3Y | +85.1% | -18.2% | +103.2% | +109.7% |
| 5Y | -36.1% | -19.2% | -17.0% | -29.8% |
| All | -36.7% | -1.6% | -35.1% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling