+117.1%
AA vs EFX
+41.8%
+75.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | 0.0% | -4.8% | -4.8% |
| 7D | -5.4% | -11.1% | +5.7% | -0.4% |
| 30D | -10.7% | -7.4% | -3.3% | -8.0% |
| 3M | -26.2% | +1.5% | -27.7% | -28.2% |
| 6M | -20.9% | -13.7% | -7.2% | -17.9% |
| YTD | -8.6% | -21.9% | +13.2% | -2.1% |
| 1Y | +57.4% | -30.8% | +88.2% | +78.4% |
| 3Y | +77.8% | -12.4% | +90.2% | +70.5% |
| 5Y | +2.7% | -35.9% | +38.6% | +12.9% |
| All | +117.1% | +41.8% | +75.4% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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