-9.0%
AUR vs ELF
-3.2%
-5.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.9% | -6.4% | -4.9% |
| 7D | -19.8% | -1.5% | -18.3% | -19.5% |
| 30D | -29.0% | +9.5% | -38.6% | -30.5% |
| 3M | -43.6% | +29.4% | -72.9% | -47.3% |
| 6M | -36.6% | +83.7% | -120.4% | -45.8% |
| YTD | +6.3% | +49.4% | -43.2% | -5.1% |
| 1Y | -9.0% | -3.9% | -5.1% | -11.6% |
| All | -9.0% | -3.2% | -5.8% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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