+94.8%
AUR vs EIX
-7.1%
+102.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.8% |
| 7D | +1.4% | -1.4% | +2.8% | +1.7% |
| 30D | -6.4% | -19.3% | +12.9% | -3.2% |
| 3M | +7.7% | -21.7% | +29.4% | +11.7% |
| 6M | +44.5% | -19.8% | +64.3% | +47.7% |
| YTD | +67.4% | -3.0% | +70.5% | +58.3% |
| 1Y | +15.4% | +5.1% | +10.3% | +5.2% |
| 3Y | +94.8% | -7.0% | +101.8% | +73.9% |
| All | +94.8% | -7.1% | +102.0% | +73.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling