-36.6%
AUR vs ES
+3.7%
-40.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | +8.7% | +0.3% | +8.5% | +8.7% |
| 30D | -5.2% | -2.0% | -3.3% | -4.7% |
| 3M | -7.3% | +1.7% | -9.0% | -8.3% |
| 6M | +41.2% | -3.5% | +44.7% | +42.0% |
| YTD | +65.1% | +7.9% | +57.2% | +58.6% |
| 1Y | +13.4% | +17.2% | -3.7% | +4.3% |
| 3Y | +98.1% | +29.3% | +68.8% | +66.3% |
| 5Y | -36.0% | -5.7% | -30.3% | -40.2% |
| All | -36.6% | +3.7% | -40.3% | -40.6% |
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 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