+39.2%
AEM vs EFV
+30.7%
+8.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -0.9% |
| 7D | -0.5% | +1.5% | -2.0% | -2.9% |
| 30D | +24.0% | +1.7% | +22.3% | +20.7% |
| 3M | +16.1% | +8.6% | +7.4% | +1.8% |
| 6M | -11.6% | +11.7% | -23.3% | -25.2% |
| YTD | +21.5% | +19.3% | +2.3% | -5.2% |
| 1Y | +39.2% | +30.2% | +9.0% | -3.7% |
| All | +39.2% | +30.7% | +8.5% | -3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling