+12.4%
AA vs EFX
-36.4%
+48.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.2% |
| 7D | -0.6% | -9.4% | +8.7% | +3.0% |
| 30D | -1.6% | -6.9% | +5.3% | +0.7% |
| 3M | -29.8% | +0.1% | -29.9% | -31.1% |
| 6M | -16.6% | -17.3% | +0.7% | -12.0% |
| YTD | -4.0% | -21.8% | +17.8% | +2.5% |
| 1Y | +63.5% | -32.5% | +96.1% | +87.0% |
| 3Y | +86.8% | -12.3% | +99.1% | +76.5% |
| 5Y | +12.4% | -36.6% | +49.0% | +12.0% |
| All | +12.4% | -36.4% | +48.8% | +12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling