-49.3%
TE vs AU
+686.2%
-735.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.1% | +0.5% |
| 7D | +0.2% | -4.3% | +4.5% | +1.6% |
| 30D | -5.9% | +7.3% | -13.2% | -8.3% |
| 3M | -45.6% | +26.3% | -71.9% | -49.8% |
| 6M | -43.4% | +1.8% | -45.1% | -44.4% |
| YTD | -31.0% | +26.8% | -57.8% | -36.0% |
| 1Y | +145.2% | +66.7% | +78.5% | +110.5% |
| 3Y | -24.1% | +579.1% | -603.1% | -59.9% |
| All | -49.3% | +686.2% | -735.6% | -73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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