-35.7%
AUR vs ELF
+221.6%
-257.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.2% |
| 7D | +1.4% | -11.6% | +13.1% | +5.4% |
| 30D | -6.4% | +4.6% | -11.0% | -8.2% |
| 3M | +7.7% | +59.7% | -52.0% | -8.2% |
| 6M | +44.5% | +21.2% | +23.3% | +33.2% |
| YTD | +67.4% | +27.4% | +40.0% | +50.3% |
| 1Y | +15.4% | -29.8% | +45.3% | +21.9% |
| 3Y | +94.8% | -28.5% | +123.3% | +69.7% |
| 5Y | -35.1% | +220.0% | -255.2% | -80.6% |
| All | -35.7% | +221.6% | -257.3% | -80.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling