-54.0%
AUR vs ES
+4.1%
-58.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.7% |
| 7D | +12.7% | +0.1% | +12.6% | +12.5% |
| 30D | -18.7% | +6.7% | -25.4% | -20.8% |
| 3M | -33.8% | +0.3% | -34.2% | -34.2% |
| 6M | -36.6% | +7.4% | -44.0% | -38.9% |
| YTD | +19.8% | +8.4% | +11.4% | +14.6% |
| 1Y | +8.0% | +0.6% | +7.3% | +5.7% |
| 3Y | +153.4% | +50.6% | +102.8% | +98.2% |
| 5Y | -54.0% | +4.8% | -58.8% | -57.3% |
| All | -54.0% | +4.1% | -58.1% | -57.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling