-35.1%
AUR vs EME
+575.5%
-610.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.3% | -2.7% | -1.1% |
| 7D | +1.4% | +3.5% | -2.1% | -0.8% |
| 30D | -6.4% | -6.3% | -0.1% | -2.6% |
| 3M | +7.7% | -3.8% | +11.5% | +8.8% |
| 6M | +44.5% | +8.5% | +36.0% | +34.4% |
| YTD | +67.4% | +27.8% | +39.6% | +38.6% |
| 1Y | +15.4% | +22.2% | -6.8% | -4.2% |
| 3Y | +94.8% | +253.5% | -158.6% | -29.7% |
| All | -35.1% | +575.5% | -610.6% | -86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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