+65.1%
EXC vs AUR
-35.7%
+100.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.5% |
| 7D | -1.1% | +1.4% | -2.5% | -1.1% |
| 30D | -3.6% | -6.4% | +2.8% | -3.7% |
| 3M | -4.3% | +7.7% | -12.0% | -4.2% |
| 6M | -9.9% | +44.5% | -54.4% | -10.0% |
| YTD | +1.8% | +67.4% | -65.7% | +1.7% |
| 1Y | +2.9% | +15.4% | -12.6% | +2.9% |
| 3Y | +19.1% | +94.8% | -75.7% | +16.9% |
| 5Y | +44.8% | -35.1% | +80.0% | +42.3% |
| All | +65.1% | -35.7% | +100.8% | +60.5% |
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