+13.4%
AUR vs EFX
-25.2%
+38.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.4% | +6.7% | +1.1% |
| 7D | +8.7% | -8.6% | +17.4% | +10.0% |
| 30D | -5.2% | +0.1% | -5.3% | -5.3% |
| 3M | -7.3% | +3.8% | -11.2% | -8.3% |
| 6M | +41.2% | -13.5% | +54.7% | +46.4% |
| YTD | +65.1% | -17.7% | +82.8% | +74.6% |
| 1Y | +13.4% | -25.6% | +39.0% | +22.3% |
| All | +13.4% | -25.2% | +38.7% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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