+44.9%
AUR vs VEU
+9.7%
+35.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -0.1% |
| 7D | +0.2% | -1.9% | +2.1% | +4.0% |
| 30D | -8.9% | -0.7% | -8.2% | -7.0% |
| 3M | +4.6% | +4.9% | -0.2% | -3.1% |
| 6M | +44.9% | +9.8% | +35.0% | +27.4% |
| All | +44.9% | +9.7% | +35.2% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 6mo: compounded portfolio wealth divided by compounded VEU 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…
6mo analysis · Full analysis span regression · 6 months rolling