-35.7%
AUR vs SPYG
+109.9%
-145.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | 0.0% |
| 7D | +1.4% | -0.9% | +2.3% | +3.2% |
| 30D | -6.4% | -1.5% | -4.9% | -3.2% |
| 3M | +7.7% | +3.7% | +4.0% | +1.6% |
| 6M | +44.5% | +16.4% | +28.1% | +11.5% |
| YTD | +67.4% | +13.3% | +54.1% | +36.3% |
| 1Y | +15.4% | +17.9% | -2.4% | -12.5% |
| 3Y | +94.8% | +98.3% | -3.5% | -39.5% |
| 5Y | -35.1% | +86.4% | -121.5% | -72.0% |
| All | -35.7% | +109.9% | -145.6% | -72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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