-66.9%
SE vs AUR
-36.2%
-30.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -0.4% |
| 7D | -4.8% | +0.2% | -4.9% | -4.8% |
| 30D | -18.1% | -8.9% | -9.2% | -16.7% |
| 3M | +30.6% | +4.6% | +26.0% | +28.2% |
| 6M | +20.8% | +44.9% | -24.1% | +9.1% |
| YTD | -15.6% | +64.8% | -80.4% | -26.4% |
| 1Y | -44.2% | +16.4% | -60.6% | -48.1% |
| 3Y | +181.5% | +85.1% | +96.5% | +85.4% |
| 5Y | -66.9% | -36.1% | -30.8% | -75.8% |
| All | -66.9% | -36.2% | -30.7% | -75.8% |
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