-36.1%
AUR vs ELF
+213.8%
-249.9%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.3% | +1.7% | -1.2% |
| 7D | +0.2% | -10.8% | +11.0% | +3.8% |
| 30D | -8.9% | +0.8% | -9.7% | -9.6% |
| 3M | +4.6% | +64.8% | -60.1% | -12.0% |
| 6M | +44.9% | +19.0% | +25.9% | +34.2% |
| YTD | +64.8% | +25.9% | +38.9% | +48.2% |
| 1Y | +16.4% | -28.8% | +45.1% | +22.3% |
| 3Y | +85.1% | -29.6% | +114.7% | +60.7% |
| All | -36.1% | +213.8% | -249.9% | -82.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling