+78.0%
EMR vs AUR
-35.7%
+113.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +2.4% |
| 7D | -0.4% | +1.4% | -1.8% | -0.5% |
| 30D | -6.8% | -6.4% | -0.4% | -6.3% |
| 3M | +7.5% | +7.7% | -0.2% | +6.3% |
| 6M | +9.9% | +44.5% | -34.6% | +5.2% |
| YTD | +16.0% | +67.4% | -51.5% | +9.5% |
| 1Y | +12.4% | +15.4% | -3.0% | +9.2% |
| 3Y | +60.2% | +94.8% | -34.6% | +42.0% |
| 5Y | +67.9% | -35.1% | +103.0% | +43.2% |
| All | +78.0% | -35.7% | +113.7% | +51.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling