-5.0%
AA vs EFV
+258.8%
-263.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -1.9% |
| 7D | -0.7% | +1.5% | -2.2% | -2.8% |
| 30D | +5.0% | +1.7% | +3.2% | +2.4% |
| 3M | -35.8% | +8.6% | -44.5% | -42.6% |
| 6M | -18.4% | +11.7% | -30.1% | -30.0% |
| YTD | -5.5% | +19.3% | -24.8% | -26.2% |
| 1Y | +61.0% | +30.2% | +30.8% | +11.7% |
| 3Y | +66.2% | +91.6% | -25.4% | -30.4% |
| 5Y | +11.4% | +96.4% | -85.0% | -52.5% |
| 10Y | +116.9% | +166.5% | -49.6% | -28.6% |
| All | -5.0% | +258.8% | -263.9% | -76.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling