-45.9%
SE vs AUR
+17.8%
-63.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.6% |
| 7D | -5.2% | +1.4% | -6.6% | -5.4% |
| 30D | -17.1% | -6.4% | -10.7% | -16.4% |
| 3M | +24.0% | +7.7% | +16.3% | +21.5% |
| 6M | +21.0% | +44.5% | -23.5% | +11.2% |
| YTD | -16.7% | +67.4% | -84.2% | -25.2% |
| 1Y | -45.9% | +15.4% | -61.4% | -49.4% |
| All | -45.9% | +17.8% | -63.7% | -49.4% |
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