+94.8%
AUR vs EFV
+90.2%
+4.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | -0.5% |
| 7D | +1.4% | -0.8% | +2.2% | +2.9% |
| 30D | -6.4% | +0.6% | -7.0% | -7.3% |
| 3M | +7.7% | +7.5% | +0.2% | -5.5% |
| 6M | +44.5% | +13.0% | +31.5% | +16.5% |
| YTD | +67.4% | +18.3% | +49.1% | +23.0% |
| 1Y | +15.4% | +26.7% | -11.3% | -25.9% |
| 3Y | +94.8% | +89.6% | +5.3% | -48.7% |
| All | +94.8% | +90.2% | +4.6% | -48.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling