-35.0%
AUR vs VIG
+67.4%
-102.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | +1.1% |
| 7D | +11.1% | -1.2% | +12.3% | +14.2% |
| 30D | -6.9% | -2.8% | -4.0% | -0.4% |
| 3M | +5.5% | +2.5% | +3.1% | -0.4% |
| 6M | +41.0% | +8.1% | +32.9% | +18.3% |
| YTD | +69.3% | +9.6% | +59.7% | +38.8% |
| 1Y | +14.0% | +14.2% | -0.1% | -14.6% |
| 3Y | +90.1% | +56.1% | +34.0% | -20.3% |
| 5Y | -34.4% | +62.8% | -97.3% | -72.1% |
| All | -35.0% | +67.4% | -102.4% | -72.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling