+91.8%
AUR vs ENB
+69.7%
+22.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.8% | +1.2% | -1.1% |
| 7D | +0.2% | -4.6% | +4.7% | +2.0% |
| 30D | -8.9% | -5.2% | -3.7% | -7.2% |
| 3M | +4.6% | -13.4% | +18.0% | +10.4% |
| 6M | +44.9% | -7.8% | +52.7% | +47.7% |
| YTD | +64.8% | +4.9% | +60.0% | +56.2% |
| 1Y | +16.4% | +3.2% | +13.1% | +11.2% |
| All | +91.8% | +69.7% | +22.2% | +27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling