+13.4%
AUR vs EFV
+30.7%
-17.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.6% |
| 7D | +8.7% | +1.5% | +7.3% | +6.1% |
| 30D | -5.2% | +1.7% | -7.0% | -7.7% |
| 3M | -7.3% | +8.6% | -16.0% | -18.5% |
| 6M | +41.2% | +11.7% | +29.5% | +18.7% |
| YTD | +65.1% | +19.3% | +45.8% | +25.6% |
| 1Y | +13.4% | +30.2% | -16.8% | -24.1% |
| All | +13.4% | +30.7% | -17.3% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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