-9.0%
AUR vs EL
+25.6%
-34.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.3% | -10.8% | -6.3% |
| 7D | -19.8% | +2.5% | -22.3% | -20.5% |
| 30D | -29.0% | +20.1% | -49.1% | -32.9% |
| 3M | -43.6% | +29.3% | -72.8% | -48.2% |
| 6M | -36.6% | +38.8% | -75.4% | -43.7% |
| YTD | +6.3% | +8.1% | -1.9% | +1.0% |
| 1Y | -9.0% | +22.3% | -31.4% | -21.0% |
| All | -9.0% | +25.6% | -34.6% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling