+39.8%
AEE vs EFV
+94.1%
-54.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -0.7% | -2.0% | +1.3% | +0.1% |
| 30D | -2.0% | -0.2% | -1.8% | -1.9% |
| 3M | -2.8% | +9.1% | -12.0% | -6.2% |
| 6M | -3.6% | +11.7% | -15.3% | -8.0% |
| YTD | +7.3% | +17.0% | -9.7% | +0.3% |
| 1Y | +8.7% | +26.7% | -18.0% | -1.8% |
| 3Y | +46.0% | +90.2% | -44.1% | +10.1% |
| 5Y | +39.8% | +96.1% | -56.3% | -0.4% |
| All | +39.8% | +94.1% | -54.3% | -0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling