-36.7%
AUR vs ROIV
+313.5%
-350.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.5% | -2.0% |
| 7D | +0.2% | +19.0% | -18.8% | -5.7% |
| 30D | -8.9% | +16.1% | -25.1% | -14.0% |
| 3M | +4.6% | +44.1% | -39.5% | -8.2% |
| 6M | +44.9% | +37.8% | +7.0% | +28.7% |
| YTD | +64.8% | +88.7% | -23.8% | +31.8% |
| 1Y | +16.4% | +197.3% | -181.0% | -20.0% |
| 3Y | +85.1% | +224.9% | -139.8% | +22.5% |
| 5Y | -36.1% | +311.0% | -347.2% | -65.9% |
| All | -36.7% | +313.5% | -350.2% | -66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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