-36.1%
AUR vs SPG
+103.4%
-139.5%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.7% |
| 7D | +0.2% | -2.2% | +2.4% | +2.4% |
| 30D | -8.9% | -5.8% | -3.2% | -3.3% |
| 3M | +4.6% | -2.8% | +7.4% | +6.2% |
| 6M | +44.9% | +8.9% | +36.0% | +28.1% |
| YTD | +64.8% | +14.3% | +50.6% | +37.1% |
| 1Y | +16.4% | +19.5% | -3.1% | -9.1% |
| 3Y | +85.1% | +106.9% | -21.8% | -20.1% |
| 5Y | -36.1% | +108.7% | -144.9% | -72.9% |
| All | -36.1% | +103.4% | -139.5% | -72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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