+44.5%
AUR vs ET
+21.1%
+23.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.1% |
| 7D | +1.4% | +0.2% | +1.2% | +1.6% |
| 30D | -6.4% | +2.9% | -9.3% | -4.5% |
| 3M | +7.7% | +16.8% | -9.1% | +15.3% |
| 6M | +44.5% | +18.9% | +25.6% | +63.8% |
| All | +44.5% | +21.1% | +23.4% | +63.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling