-35.7%
AUR vs EL
-65.5%
+29.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.2% |
| 7D | +1.4% | -6.5% | +7.9% | +5.0% |
| 30D | -6.4% | +11.1% | -17.5% | -12.6% |
| 3M | +7.7% | +10.7% | -3.0% | +0.9% |
| 6M | +44.5% | +6.9% | +37.6% | +35.1% |
| YTD | +67.4% | -6.3% | +73.7% | +65.5% |
| 1Y | +15.4% | +13.5% | +2.0% | +1.4% |
| 3Y | +94.8% | -33.1% | +127.9% | +114.0% |
| 5Y | -35.1% | -68.8% | +33.6% | +50.9% |
| All | -35.7% | -65.5% | +29.8% | +50.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling