-34.9%
AUR vs ELF
+246.2%
-281.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.9% | +7.6% | +4.3% |
| 7D | +19.2% | -1.2% | +20.4% | +19.6% |
| 30D | -7.8% | +5.9% | -13.7% | -9.9% |
| 3M | +4.0% | +99.5% | -95.5% | -17.6% |
| 6M | +45.0% | +26.5% | +18.5% | +31.6% |
| YTD | +69.5% | +37.2% | +32.4% | +48.7% |
| 1Y | +13.0% | -24.4% | +37.4% | +16.6% |
| 3Y | +90.4% | -23.3% | +113.7% | +62.3% |
| 5Y | -34.2% | +245.2% | -279.3% | -80.8% |
| All | -34.9% | +246.2% | -281.1% | -81.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling