-34.9%
AUR vs EL
-63.9%
+29.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.1% | +4.8% | +3.8% |
| 7D | +19.2% | +1.7% | +17.5% | +18.1% |
| 30D | -7.8% | +15.5% | -23.3% | -15.5% |
| 3M | +4.0% | +20.6% | -16.6% | -7.0% |
| 6M | +45.0% | +10.5% | +34.5% | +33.1% |
| YTD | +69.5% | -1.9% | +71.4% | +63.6% |
| 1Y | +13.0% | +16.1% | -3.1% | -1.7% |
| 3Y | +90.4% | -30.2% | +120.6% | +105.0% |
| 5Y | -34.2% | -67.4% | +33.2% | +49.5% |
| All | -34.9% | -63.9% | +29.0% | +48.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling