+291.9%
AA vs EFX
+6,408.3%
-6,116.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.4% | +4.3% | +0.7% |
| 7D | -0.7% | -8.6% | +7.9% | +3.2% |
| 30D | +5.0% | +0.1% | +4.9% | +4.5% |
| 3M | -35.8% | +3.8% | -39.7% | -38.1% |
| 6M | -18.4% | -13.5% | -4.9% | -15.5% |
| YTD | -5.5% | -17.7% | +12.2% | -1.6% |
| 1Y | +61.0% | -25.6% | +86.5% | +74.5% |
| 3Y | +66.2% | -12.1% | +78.3% | +62.8% |
| 5Y | +11.4% | -33.8% | +45.2% | +21.9% |
| 10Y | +116.9% | +45.1% | +71.7% | +61.6% |
| All | +291.9% | +6,408.3% | -6,116.4% | +7.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling