-54.0%
AUR vs FE
+47.0%
-101.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +12.7% | -0.4% | +13.1% | +12.8% |
| 30D | -18.7% | +3.6% | -22.3% | -19.4% |
| 3M | -33.8% | +0.3% | -34.1% | -33.9% |
| 6M | -36.6% | +6.4% | -43.1% | -37.8% |
| YTD | +19.8% | +8.1% | +11.7% | +15.7% |
| 1Y | +8.0% | +4.6% | +3.4% | +5.4% |
| 3Y | +153.4% | +49.1% | +104.3% | +104.9% |
| 5Y | -54.0% | +46.1% | -100.1% | -58.8% |
| All | -54.0% | +47.0% | -101.0% | -58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling