+91.8%
AUR vs ES
+27.6%
+64.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.6% | -2.0% |
| 7D | +0.2% | -3.5% | +3.6% | +1.2% |
| 30D | -8.9% | -3.0% | -5.9% | -8.2% |
| 3M | +4.6% | -0.3% | +4.9% | +4.2% |
| 6M | +44.9% | -5.2% | +50.0% | +46.3% |
| YTD | +64.8% | +4.8% | +60.1% | +60.3% |
| 1Y | +16.4% | +12.7% | +3.6% | +8.7% |
| All | +91.8% | +27.6% | +64.2% | +46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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