-49.1%
SE vs AUR
-34.9%
-14.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.7% | -1.6% | +0.5% |
| 7D | +0.6% | +19.2% | -18.6% | -3.2% |
| 30D | -0.1% | -7.8% | +7.7% | +1.3% |
| 3M | +34.1% | +4.0% | +30.1% | +31.8% |
| 6M | +23.2% | +45.0% | -21.8% | +11.3% |
| YTD | -11.2% | +69.5% | -80.7% | -23.0% |
| 1Y | -40.5% | +13.0% | -53.6% | -44.3% |
| 3Y | +196.3% | +90.4% | +105.9% | +94.1% |
| 5Y | -67.0% | -34.2% | -32.9% | -74.7% |
| All | -49.1% | -34.9% | -14.2% | -60.6% |
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