-34.9%
AUR vs EIX
+28.9%
-63.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.5% | -1.8% | +1.3% |
| 7D | +19.2% | +0.9% | +18.3% | +18.7% |
| 30D | -7.8% | -13.5% | +5.7% | -5.3% |
| 3M | +4.0% | -15.3% | +19.2% | +6.9% |
| 6M | +45.0% | -15.3% | +60.3% | +47.9% |
| YTD | +69.5% | +2.7% | +66.8% | +57.7% |
| 1Y | +13.0% | +17.4% | -4.4% | -1.9% |
| 3Y | +90.4% | -1.3% | +91.7% | +75.6% |
| 5Y | -34.2% | +27.2% | -61.4% | -43.7% |
| All | -34.9% | +28.9% | -63.8% | -44.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling