-52.3%
SE vs AUR
-35.7%
-16.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.7% |
| 7D | -5.2% | +1.4% | -6.6% | -5.5% |
| 30D | -17.1% | -6.4% | -10.7% | -16.2% |
| 3M | +24.0% | +7.7% | +16.3% | +20.9% |
| 6M | +21.0% | +44.5% | -23.5% | +9.4% |
| YTD | -16.7% | +67.4% | -84.2% | -27.6% |
| 1Y | -45.9% | +15.4% | -61.4% | -49.6% |
| 3Y | +177.8% | +94.8% | +83.0% | +80.3% |
| 5Y | -67.4% | -35.1% | -32.2% | -74.9% |
| All | -52.3% | -35.7% | -16.6% | -62.9% |
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