+90.4%
AUR vs FE
+48.5%
+41.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.4% | +2.6% |
| 7D | +19.2% | +0.6% | +18.6% | +19.3% |
| 30D | -7.8% | -2.1% | -5.6% | -8.0% |
| 3M | +4.0% | +2.6% | +1.4% | +4.2% |
| 6M | +45.0% | -6.8% | +51.8% | +46.0% |
| YTD | +69.5% | +6.9% | +62.7% | +67.8% |
| 1Y | +13.0% | +11.6% | +1.5% | +11.1% |
| 3Y | +90.4% | +47.7% | +42.6% | +53.2% |
| All | +90.4% | +48.5% | +41.9% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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