+90.5%
AA vs EFX
-12.5%
+103.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.1% | +6.6% | +4.3% |
| 7D | +1.7% | -7.8% | +9.5% | +3.7% |
| 30D | +3.3% | -5.7% | +9.1% | +4.6% |
| 3M | -29.4% | +2.5% | -31.9% | -30.7% |
| 6M | -12.8% | -16.7% | +3.9% | -9.0% |
| YTD | -2.1% | -20.2% | +18.1% | +3.0% |
| 1Y | +62.8% | -31.4% | +94.1% | +82.3% |
| 3Y | +90.5% | -10.5% | +101.0% | +86.6% |
| All | +90.5% | -12.5% | +103.0% | +86.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling