+64.8%
EFA vs AUR
+84.2%
-19.4%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.9% |
| 7D | -1.5% | +1.4% | -2.9% | -1.6% |
| 30D | -1.7% | -6.4% | +4.7% | -1.3% |
| 3M | +3.5% | +7.7% | -4.2% | +2.7% |
| 6M | +9.5% | +44.5% | -35.0% | +6.2% |
| YTD | +12.9% | +67.4% | -54.6% | +8.4% |
| 1Y | +18.2% | +15.4% | +2.8% | +15.7% |
| 3Y | +64.8% | +94.8% | -30.0% | +44.0% |
| All | +64.8% | +84.2% | -19.4% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 3y: compounded portfolio wealth divided by compounded AUR 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…
3y analysis · Full analysis span regression · 6 months rolling