-40.9%
SE vs AUR
+11.8%
-52.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -6.1% | +8.7% | -14.8% | -7.5% |
| 30D | -2.5% | -5.2% | +2.8% | -1.9% |
| 3M | +21.7% | -7.3% | +29.0% | +22.3% |
| 6M | +27.0% | +41.2% | -14.2% | +17.1% |
| YTD | -12.1% | +65.1% | -77.2% | -20.9% |
| 1Y | -40.9% | +13.4% | -54.3% | -44.4% |
| All | -40.9% | +11.8% | -52.7% | -44.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling