-34.9%
AUR vs ED
+67.4%
-102.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.8% | +2.9% |
| 7D | +19.2% | +0.5% | +18.7% | +19.4% |
| 30D | -7.8% | +1.1% | -8.9% | -7.5% |
| 3M | +4.0% | +4.6% | -0.7% | +5.1% |
| 6M | +45.0% | -2.0% | +47.0% | +45.2% |
| YTD | +69.5% | +11.7% | +57.8% | +72.7% |
| 1Y | +13.0% | +15.7% | -2.7% | +15.7% |
| 3Y | +90.4% | +34.4% | +56.0% | +87.5% |
| 5Y | -34.2% | +67.3% | -101.5% | -32.9% |
| All | -34.9% | +67.4% | -102.3% | -33.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling