-35.7%
AUR vs AME
+81.6%
-117.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.3% | -1.7% | -2.1% |
| 7D | +1.4% | +1.7% | -0.3% | -0.6% |
| 30D | -6.4% | -6.4% | 0.0% | +0.8% |
| 3M | +7.7% | +7.1% | +0.6% | -0.8% |
| 6M | +44.5% | +8.2% | +36.3% | +30.9% |
| YTD | +67.4% | +18.2% | +49.3% | +35.8% |
| 1Y | +15.4% | +26.7% | -11.3% | -14.4% |
| 3Y | +94.8% | +60.7% | +34.2% | +3.5% |
| 5Y | -35.1% | +91.6% | -126.7% | -71.1% |
| All | -35.7% | +81.6% | -117.3% | -71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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