+218.1%
AA vs EFX
+6,765.9%
-6,547.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -1.1% |
| 7D | +5.3% | -3.6% | +8.9% | +6.9% |
| 30D | -2.3% | +25.3% | -27.5% | -12.4% |
| 3M | -20.8% | +3.8% | -24.6% | -23.4% |
| 6M | -39.8% | +12.7% | -52.5% | -44.8% |
| YTD | -23.3% | -13.1% | -10.1% | -23.0% |
| 1Y | +1.8% | -9.3% | +11.2% | +0.3% |
| 3Y | +69.5% | +3.5% | +66.0% | +52.5% |
| 5Y | -18.0% | -30.6% | +12.6% | -13.1% |
| 10Y | +45.7% | +80.2% | -34.5% | -2.1% |
| All | +218.1% | +6,765.9% | -6,547.9% | -16.1% |
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