+40.4%
EXC vs AUR
-57.9%
+98.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.2% | +4.6% | +1.3% |
| 7D | +1.4% | -4.5% | +5.9% | +1.4% |
| 30D | +8.6% | -16.6% | +25.2% | +8.5% |
| 3M | +2.4% | -38.5% | +40.8% | +2.3% |
| 6M | +6.5% | -49.9% | +56.3% | +6.3% |
| YTD | +9.0% | +9.6% | -0.6% | +8.8% |
| 1Y | +4.6% | +1.2% | +3.4% | +4.4% |
| 3Y | +33.5% | +128.8% | -95.3% | +29.7% |
| All | +40.4% | -57.9% | +98.3% | +35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling