-35.7%
AUR vs ENB
+67.7%
-103.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.5% | +2.2% |
| 7D | +1.4% | -4.7% | +6.1% | +4.6% |
| 30D | -6.4% | -5.9% | -0.5% | -2.9% |
| 3M | +7.7% | -14.2% | +22.0% | +18.1% |
| 6M | +44.5% | -8.6% | +53.1% | +50.8% |
| YTD | +67.4% | +3.9% | +63.6% | +58.0% |
| 1Y | +15.4% | +1.8% | +13.6% | +10.4% |
| 3Y | +94.8% | +68.5% | +26.4% | +21.0% |
| 5Y | -35.1% | +62.4% | -97.5% | -50.8% |
| All | -35.7% | +67.7% | -103.4% | -51.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling