+56.8%
EFA vs AUR
-36.7%
+93.5%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.7% |
| 7D | -2.4% | +0.2% | -2.5% | -2.4% |
| 30D | -2.2% | -8.9% | +6.7% | -1.8% |
| 3M | +5.7% | +4.6% | +1.0% | +5.1% |
| 6M | +8.2% | +44.9% | -36.7% | +4.9% |
| YTD | +11.8% | +64.8% | -53.1% | +7.3% |
| 1Y | +18.3% | +16.4% | +1.9% | +15.7% |
| 3Y | +64.9% | +85.1% | -20.2% | +49.0% |
| 5Y | +52.4% | -36.1% | +88.5% | +35.1% |
| All | +56.8% | -36.7% | +93.5% | +39.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling