+67.0%
EXC vs AUR
-36.6%
+103.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.1% |
| 7D | +0.3% | +8.7% | -8.5% | +0.3% |
| 30D | -3.7% | -5.2% | +1.5% | -3.7% |
| 3M | -1.3% | -7.3% | +6.0% | -1.3% |
| 6M | -9.7% | +41.2% | -50.9% | -9.7% |
| YTD | +2.9% | +65.1% | -62.2% | +2.8% |
| 1Y | +4.4% | +13.4% | -9.0% | +4.4% |
| 3Y | +22.2% | +98.1% | -75.9% | +19.9% |
| 5Y | +46.7% | -36.0% | +82.7% | +44.2% |
| All | +67.0% | -36.6% | +103.6% | +62.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling