-35.7%
AUR vs VIG
+67.9%
-103.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | -0.1% |
| 7D | +1.4% | -1.1% | +2.5% | +4.0% |
| 30D | -6.4% | -2.7% | -3.7% | 0.0% |
| 3M | +7.7% | +2.5% | +5.2% | +1.6% |
| 6M | +44.5% | +9.2% | +35.3% | +18.3% |
| YTD | +67.4% | +9.8% | +57.6% | +36.5% |
| 1Y | +15.4% | +12.4% | +3.1% | -10.2% |
| 3Y | +94.8% | +55.9% | +39.0% | -18.1% |
| 5Y | -35.1% | +63.9% | -99.1% | -72.6% |
| All | -35.7% | +67.9% | -103.6% | -72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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