-35.7%
AUR vs VEU
+57.1%
-92.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.5% | -0.6% |
| 7D | +1.4% | -1.4% | +2.8% | +4.5% |
| 30D | -6.4% | -0.4% | -6.0% | -5.0% |
| 3M | +7.7% | +2.5% | +5.2% | +3.4% |
| 6M | +44.5% | +11.1% | +33.3% | +18.1% |
| YTD | +67.4% | +16.5% | +50.9% | +23.5% |
| 1Y | +15.4% | +22.9% | -7.5% | -23.7% |
| 3Y | +94.8% | +73.4% | +21.4% | -32.7% |
| 5Y | -35.1% | +56.1% | -91.2% | -74.6% |
| All | -35.7% | +57.1% | -92.8% | -74.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling