-36.1%
AUR vs EIX
+22.7%
-58.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -2.2% |
| 7D | +0.2% | +0.8% | -0.6% | -0.1% |
| 30D | -8.9% | -18.8% | +9.9% | -4.3% |
| 3M | +4.6% | -19.7% | +24.3% | +9.6% |
| 6M | +44.9% | -18.2% | +63.1% | +49.3% |
| YTD | +64.8% | -1.7% | +66.6% | +54.7% |
| 1Y | +16.4% | +7.8% | +8.6% | +3.8% |
| 3Y | +85.1% | -5.6% | +90.7% | +71.8% |
| 5Y | -36.1% | +23.7% | -59.8% | -46.1% |
| All | -36.1% | +22.7% | -58.8% | -46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling