-35.7%
AUR vs ED
+64.6%
-100.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.8% | +1.5% |
| 7D | +1.4% | -0.8% | +2.2% | +1.2% |
| 30D | -6.4% | -0.4% | -6.0% | -6.5% |
| 3M | +7.7% | +0.5% | +7.2% | +7.9% |
| 6M | +44.5% | -3.1% | +47.6% | +44.2% |
| YTD | +67.4% | +9.8% | +57.6% | +70.0% |
| 1Y | +15.4% | +12.6% | +2.9% | +17.6% |
| 3Y | +94.8% | +31.4% | +63.4% | +91.3% |
| 5Y | -35.1% | +69.4% | -104.5% | -34.1% |
| All | -35.7% | +64.6% | -100.3% | -34.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling