-35.7%
AUR vs EAT
+228.0%
-263.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +2.0% |
| 7D | +1.4% | -7.7% | +9.1% | +4.4% |
| 30D | -6.4% | -13.6% | +7.2% | -1.4% |
| 3M | +7.7% | +33.9% | -26.2% | -5.6% |
| 6M | +44.5% | +47.2% | -2.7% | +19.2% |
| YTD | +67.4% | +48.1% | +19.4% | +36.8% |
| 1Y | +15.4% | +33.7% | -18.2% | -2.9% |
| 3Y | +94.8% | +595.8% | -500.9% | -29.1% |
| 5Y | -35.1% | +314.4% | -349.5% | -76.8% |
| All | -35.7% | +228.0% | -263.7% | -77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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