+186.5%
AEE vs EFV
+169.9%
+16.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.6% |
| 7D | -0.8% | -0.8% | 0.0% | -0.4% |
| 30D | -2.9% | +0.6% | -3.6% | -3.3% |
| 3M | -2.4% | +7.5% | -9.9% | -6.0% |
| 6M | -2.7% | +13.0% | -15.7% | -8.8% |
| YTD | +7.3% | +18.3% | -11.1% | -2.0% |
| 1Y | +7.5% | +26.7% | -19.2% | -5.2% |
| 3Y | +46.2% | +89.6% | -43.4% | +3.5% |
| 5Y | +39.7% | +98.2% | -58.5% | -4.7% |
| All | +186.5% | +169.9% | +16.6% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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