-35.7%
AUR vs ITOT
+84.9%
-120.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.7% | -0.4% |
| 7D | +1.4% | -0.9% | +2.3% | +3.6% |
| 30D | -6.4% | -1.5% | -5.0% | -2.7% |
| 3M | +7.7% | +3.6% | +4.1% | +0.6% |
| 6M | +44.5% | +13.7% | +30.8% | +10.3% |
| YTD | +67.4% | +12.9% | +54.5% | +30.8% |
| 1Y | +15.4% | +17.2% | -1.7% | -16.5% |
| 3Y | +94.8% | +75.6% | +19.2% | -35.8% |
| 5Y | -35.1% | +75.5% | -110.6% | -75.6% |
| All | -35.7% | +84.9% | -120.6% | -75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 all: compounded portfolio wealth divided by compounded ITOT 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…
all analysis · Full analysis span regression · 6 months rolling