-6.7%
EW vs AUR
-35.7%
+29.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.6% | -4.3% | -2.9% |
| 7D | -6.2% | +1.4% | -7.6% | -6.3% |
| 30D | -9.3% | -6.4% | -2.9% | -9.0% |
| 3M | -1.6% | +7.7% | -9.3% | -2.6% |
| 6M | -0.8% | +44.5% | -45.3% | -4.6% |
| YTD | -1.0% | +67.4% | -68.5% | -6.2% |
| 1Y | +8.2% | +15.4% | -7.3% | +5.2% |
| 3Y | +12.7% | +94.8% | -82.2% | -3.8% |
| 5Y | -30.2% | -35.1% | +4.9% | -38.3% |
| All | -6.7% | -35.7% | +29.0% | -16.9% |
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