-49.9%
AUR vs FE
+7.8%
-57.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.3% | -2.6% |
| 7D | -4.5% | +1.2% | -5.8% | -3.8% |
| 30D | -16.6% | +4.5% | -21.2% | -14.4% |
| 3M | -38.5% | +1.3% | -39.8% | -38.6% |
| 6M | -49.9% | +8.7% | -58.5% | -45.1% |
| All | -49.9% | +7.8% | -57.6% | -45.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling