+22.5%
AUR vs IRE
-85.1%
+107.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.7% | +1.5% |
| 7D | +1.4% | -4.5% | +5.9% | +1.8% |
| 30D | -6.4% | -7.8% | +1.4% | -6.4% |
| 3M | +7.7% | -60.0% | +67.7% | +12.8% |
| 6M | +44.5% | -48.3% | +92.8% | +40.0% |
| YTD | +67.4% | -54.5% | +121.9% | +56.0% |
| All | +22.5% | -85.1% | +107.6% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 10y: compounded portfolio wealth divided by compounded IRE 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…
10y analysis · Full analysis span regression · 6 months rolling