+41.6%
AA vs EFV
+163.3%
-121.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.1% | -2.4% |
| 7D | +0.5% | +2.5% | -2.0% | -3.8% |
| 30D | -0.6% | +2.9% | -3.5% | -5.6% |
| 3M | -19.7% | -1.4% | -18.2% | -17.7% |
| 6M | -41.6% | +5.5% | -47.1% | -46.7% |
| YTD | -24.6% | +16.1% | -40.7% | -42.8% |
| 1Y | +4.9% | +20.3% | -15.4% | -25.2% |
| 3Y | +66.8% | +90.4% | -23.6% | -47.0% |
| 5Y | -19.4% | +93.5% | -112.9% | -73.9% |
| All | +41.6% | +163.3% | -121.8% | -67.7% |
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