+1,851.9%
TER vs AU
+699.0%
+1,153.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.5% |
| 7D | +6.4% | -4.3% | +10.6% | +7.1% |
| 30D | -5.7% | +7.3% | -13.0% | -6.9% |
| 3M | -0.4% | +26.3% | -26.7% | -4.4% |
| 6M | +25.8% | +1.8% | +24.1% | +24.6% |
| YTD | +96.4% | +26.8% | +69.6% | +89.8% |
| 1Y | +229.2% | +66.7% | +162.5% | +208.6% |
| 3Y | +288.1% | +579.1% | -291.0% | +206.4% |
| 5Y | +219.9% | +689.3% | -469.4% | +144.7% |
| All | +1,851.9% | +699.0% | +1,153.0% | +1,424.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling