-35.7%
AUR vs EIX
+21.6%
-57.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +2.0% |
| 7D | +1.4% | -1.4% | +2.8% | +1.8% |
| 30D | -6.4% | -19.3% | +12.9% | -1.7% |
| 3M | +7.7% | -21.7% | +29.4% | +13.7% |
| 6M | +44.5% | -19.8% | +64.3% | +49.8% |
| YTD | +67.4% | -3.0% | +70.5% | +58.5% |
| 1Y | +15.4% | +5.1% | +10.3% | +4.7% |
| 3Y | +94.8% | -7.0% | +101.8% | +83.1% |
| 5Y | -35.1% | +22.0% | -57.1% | -43.5% |
| All | -35.7% | +21.6% | -57.3% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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