+94.8%
AUR vs ESI
+74.1%
+20.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.2% |
| 7D | +1.4% | -4.6% | +6.1% | +5.5% |
| 30D | -6.4% | -10.5% | +4.1% | +2.7% |
| 3M | +7.7% | -19.8% | +27.5% | +27.6% |
| 6M | +44.5% | +5.8% | +38.7% | +27.9% |
| YTD | +67.4% | +38.3% | +29.1% | +11.7% |
| 1Y | +15.4% | +31.5% | -16.1% | -19.7% |
| 3Y | +94.8% | +80.7% | +14.2% | -13.4% |
| All | +94.8% | +74.1% | +20.8% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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