-36.1%
AUR vs ESI
+66.0%
-102.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.5% | +1.9% | +1.5% |
| 7D | +0.2% | -2.3% | +2.5% | +2.2% |
| 30D | -8.9% | -9.0% | +0.1% | -0.9% |
| 3M | +4.6% | -13.3% | +17.9% | +15.8% |
| 6M | +44.9% | +5.3% | +39.6% | +28.5% |
| YTD | +64.8% | +37.6% | +27.2% | +9.9% |
| 1Y | +16.4% | +33.6% | -17.2% | -20.9% |
| 3Y | +85.1% | +75.8% | +9.3% | -5.5% |
| 5Y | -36.1% | +68.6% | -104.7% | -62.8% |
| All | -36.1% | +66.0% | -102.1% | -62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling