+355.1%
AEM vs EFV
+169.9%
+185.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.2% |
| 7D | -2.1% | -0.8% | -1.3% | -1.7% |
| 30D | +8.4% | +0.6% | +7.8% | +8.1% |
| 3M | +27.3% | +7.5% | +19.8% | +22.4% |
| 6M | -9.7% | +13.0% | -22.7% | -15.0% |
| YTD | +19.0% | +18.3% | +0.6% | +9.4% |
| 1Y | +31.5% | +26.7% | +4.7% | +16.9% |
| 3Y | +338.7% | +89.6% | +249.1% | +221.5% |
| 5Y | +307.4% | +98.2% | +209.2% | +189.0% |
| All | +355.1% | +169.9% | +185.2% | +158.2% |
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