+117.1%
AA vs EFV
+167.0%
-49.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.3% | -4.5% | -4.3% |
| 7D | -5.4% | -2.0% | -3.4% | -1.9% |
| 30D | -10.7% | -0.2% | -10.5% | -10.5% |
| 3M | -26.2% | +9.1% | -35.3% | -36.7% |
| 6M | -20.9% | +11.7% | -32.6% | -35.2% |
| YTD | -8.6% | +17.0% | -25.7% | -31.5% |
| 1Y | +57.4% | +26.7% | +30.7% | +2.8% |
| 3Y | +77.8% | +90.2% | -12.3% | -42.7% |
| 5Y | +2.7% | +96.1% | -93.4% | -67.2% |
| All | +117.1% | +167.0% | -49.9% | -50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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