-35.7%
AUR vs EFX
-26.7%
-9.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.1% |
| 7D | +1.4% | -4.5% | +6.0% | +4.9% |
| 30D | -6.4% | -6.1% | -0.3% | -3.0% |
| 3M | +7.7% | +6.2% | +1.5% | -1.9% |
| 6M | +44.5% | -11.2% | +55.7% | +50.6% |
| YTD | +67.4% | -21.4% | +88.9% | +89.2% |
| 1Y | +15.4% | -34.3% | +49.8% | +52.7% |
| 3Y | +94.8% | -12.5% | +107.4% | +89.3% |
| 5Y | -35.1% | -35.6% | +0.5% | -17.8% |
| All | -35.7% | -26.7% | -9.0% | -18.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling