-9.0%
AUR vs ET
+24.7%
-33.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.5% | -1.0% | -4.5% |
| 7D | -19.8% | -6.0% | -13.8% | -20.0% |
| 30D | -29.0% | -6.1% | -23.0% | -28.9% |
| 3M | -43.6% | -2.7% | -40.9% | -43.9% |
| 6M | -36.6% | +0.2% | -36.9% | -37.6% |
| YTD | +6.3% | +24.3% | -18.1% | -7.4% |
| 1Y | -9.0% | +26.4% | -35.4% | -21.4% |
| All | -9.0% | +24.7% | -33.8% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 1y: compounded portfolio wealth divided by compounded ET 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…
1y analysis · Full analysis span regression · 6 months rolling