-9.0%
AUR vs EFX
-7.5%
-1.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.4% | -6.8% | -4.6% |
| 7D | -19.8% | +9.2% | -29.0% | -20.5% |
| 30D | -29.0% | +34.8% | -63.8% | -31.6% |
| 3M | -43.6% | +8.8% | -52.4% | -44.4% |
| 6M | -36.6% | +12.3% | -48.9% | -37.8% |
| YTD | +6.3% | -10.6% | +16.9% | +11.3% |
| 1Y | -9.0% | -6.7% | -2.3% | -6.2% |
| All | -9.0% | -7.5% | -1.5% | -6.2% |
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