-34.9%
AUR vs EMB
+10.1%
-45.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +3.0% |
| 7D | +19.2% | +0.3% | +18.9% | +18.4% |
| 30D | -7.8% | -0.5% | -7.3% | -6.5% |
| 3M | +4.0% | +0.3% | +3.7% | +3.5% |
| 6M | +45.0% | +1.2% | +43.8% | +42.5% |
| YTD | +69.5% | +1.5% | +68.1% | +65.3% |
| 1Y | +13.0% | +4.8% | +8.2% | +1.2% |
| 3Y | +90.4% | +30.4% | +60.0% | +5.1% |
| 5Y | -34.2% | +7.3% | -41.4% | -46.1% |
| All | -34.9% | +10.1% | -45.0% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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