+19.7%
EXC vs AUR
+81.4%
-61.6%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.8% |
| 7D | -1.6% | +0.2% | -1.8% | -1.6% |
| 30D | -2.4% | -8.9% | +6.5% | -2.5% |
| 3M | -4.0% | +4.6% | -8.6% | -3.8% |
| 6M | -9.8% | +44.9% | -54.6% | -9.2% |
| YTD | +2.3% | +64.8% | -62.5% | +3.2% |
| 1Y | +3.8% | +16.4% | -12.5% | +4.4% |
| All | +19.7% | +81.4% | -61.6% | +16.4% |
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