-34.9%
AUR vs ESI
+65.7%
-100.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.1% | +2.2% |
| 7D | +19.2% | +5.4% | +13.8% | +13.9% |
| 30D | -7.8% | -4.2% | -3.6% | -4.4% |
| 3M | +4.0% | -9.6% | +13.6% | +10.7% |
| 6M | +45.0% | +18.3% | +26.7% | +16.3% |
| YTD | +69.5% | +45.8% | +23.7% | +9.8% |
| 1Y | +13.0% | +39.2% | -26.1% | -24.1% |
| 3Y | +90.4% | +86.3% | +4.1% | -3.1% |
| 5Y | -34.2% | +76.2% | -110.4% | -63.0% |
| All | -34.9% | +65.7% | -100.6% | -63.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling