+13.4%
AUR vs ENB
+7.5%
+5.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.2% |
| 7D | +8.7% | -0.2% | +9.0% | +8.7% |
| 30D | -5.2% | -2.2% | -3.0% | -5.4% |
| 3M | -7.3% | -10.5% | +3.2% | -7.3% |
| 6M | +41.2% | -5.1% | +46.3% | +39.6% |
| YTD | +65.1% | +9.0% | +56.1% | +66.3% |
| 1Y | +13.4% | +8.2% | +5.2% | +13.6% |
| All | +13.4% | +7.5% | +5.9% | +13.6% |
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