-36.1%
AUR vs ED
+66.8%
-102.9%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.8% |
| 7D | +0.2% | -1.9% | +2.0% | -0.3% |
| 30D | -8.9% | +0.1% | -9.0% | -8.9% |
| 3M | +4.6% | 0.0% | +4.6% | +4.7% |
| 6M | +44.9% | -2.5% | +47.4% | +44.7% |
| YTD | +64.8% | +10.1% | +54.7% | +67.6% |
| 1Y | +16.4% | +13.6% | +2.8% | +18.8% |
| 3Y | +85.1% | +32.4% | +52.6% | +81.5% |
| 5Y | -36.1% | +69.9% | -106.0% | -33.7% |
| All | -36.1% | +66.8% | -102.9% | -33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling