+15.4%
AUR vs ENB
+2.1%
+13.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.5% | +1.5% |
| 7D | +1.4% | -4.7% | +6.1% | +1.0% |
| 30D | -6.4% | -5.9% | -0.5% | -7.0% |
| 3M | +7.7% | -14.2% | +22.0% | +7.1% |
| 6M | +44.5% | -8.6% | +53.1% | +42.1% |
| YTD | +67.4% | +3.9% | +63.6% | +67.7% |
| 1Y | +15.4% | +1.8% | +13.6% | +16.5% |
| All | +15.4% | +2.1% | +13.4% | +16.5% |
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