-34.2%
AUR vs SUI
-32.1%
-2.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.2% | +3.7% |
| 7D | +19.2% | -3.1% | +22.4% | +21.6% |
| 30D | -7.8% | -2.3% | -5.5% | -6.5% |
| 3M | +4.0% | -2.8% | +6.8% | +4.7% |
| 6M | +45.0% | -12.4% | +57.4% | +56.6% |
| YTD | +69.5% | -3.3% | +72.8% | +70.2% |
| 1Y | +13.0% | -5.8% | +18.8% | +15.2% |
| 3Y | +90.4% | +12.5% | +77.9% | +64.3% |
| 5Y | -34.2% | -32.9% | -1.3% | -21.8% |
| All | -34.2% | -32.1% | -2.0% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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