-9.0%
AUR vs ED
+27.1%
-36.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.0% | -7.4% | -1.3% |
| 7D | -19.8% | +5.4% | -25.2% | -15.0% |
| 30D | -29.0% | +16.4% | -45.4% | -16.7% |
| 3M | -43.6% | +11.9% | -55.4% | -36.3% |
| 6M | -36.6% | +11.6% | -48.2% | -27.7% |
| YTD | +6.3% | +24.1% | -17.9% | +32.9% |
| 1Y | -9.0% | +26.9% | -35.9% | +16.9% |
| All | -9.0% | +27.1% | -36.1% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 1y: compounded portfolio wealth divided by compounded ED 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…
1y analysis · Full analysis span regression · 6 months rolling