+299.9%
AEM vs EFV
+94.1%
+205.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.6% |
| 7D | -5.0% | -2.0% | -3.0% | -3.2% |
| 30D | +8.5% | -0.2% | +8.6% | +8.8% |
| 3M | +29.3% | +9.1% | +20.1% | +19.5% |
| 6M | -12.9% | +11.7% | -24.6% | -20.5% |
| YTD | +16.8% | +17.0% | -0.3% | +2.7% |
| 1Y | +29.8% | +26.7% | +3.1% | +7.1% |
| 3Y | +336.7% | +90.2% | +246.6% | +157.5% |
| 5Y | +299.9% | +96.1% | +203.8% | +114.2% |
| All | +299.9% | +94.1% | +205.9% | +114.2% |
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 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