+218.2%
TER vs AUR
-35.7%
+253.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +2.3% |
| 7D | +6.4% | +1.4% | +4.9% | +6.1% |
| 30D | -5.7% | -6.4% | +0.7% | -4.6% |
| 3M | -0.4% | +7.7% | -8.1% | -1.7% |
| 6M | +25.8% | +44.5% | -18.7% | +17.1% |
| YTD | +96.4% | +67.4% | +29.0% | +77.6% |
| 1Y | +229.2% | +15.4% | +213.8% | +215.9% |
| 3Y | +288.1% | +94.8% | +193.3% | +201.1% |
| 5Y | +219.9% | -35.1% | +255.1% | +150.5% |
| All | +218.2% | -35.7% | +253.9% | +151.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling