-9.0%
AUR vs ENB
+9.4%
-18.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.1% | -4.6% |
| 7D | -19.8% | +0.5% | -20.3% | -19.6% |
| 30D | -29.0% | +6.0% | -35.0% | -27.9% |
| 3M | -43.6% | -7.4% | -36.2% | -43.8% |
| 6M | -36.6% | -8.5% | -28.2% | -37.0% |
| YTD | +6.3% | +6.1% | +0.1% | +11.2% |
| 1Y | -9.0% | +9.4% | -18.4% | -3.9% |
| All | -9.0% | +9.4% | -18.4% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 1y: compounded portfolio wealth divided by compounded ENB 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…
1y analysis · Full analysis span regression · 6 months rolling