+13.4%
AUR vs SPXU
-40.4%
+53.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +1.5% |
| 7D | +8.7% | -0.1% | +8.9% | +9.0% |
| 30D | -5.2% | +0.8% | -6.1% | -3.8% |
| 3M | -7.3% | -4.7% | -2.6% | -7.4% |
| 6M | +41.2% | -29.6% | +70.8% | +13.7% |
| YTD | +65.1% | -29.9% | +95.0% | +34.4% |
| 1Y | +13.4% | -39.1% | +52.5% | -11.3% |
| All | +13.4% | -40.4% | +53.8% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 1y: compounded portfolio wealth divided by compounded SPXU 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…
1y analysis · Full analysis span regression · 6 months rolling