+1,938.6%
AEM vs EFV
+256.4%
+1,682.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.0% |
| 7D | +4.3% | +1.0% | +3.4% | +3.8% |
| 30D | +13.1% | +0.2% | +13.0% | +13.1% |
| 3M | +24.8% | +9.6% | +15.2% | +18.3% |
| 6M | -8.2% | +14.0% | -22.3% | -14.5% |
| YTD | +19.8% | +18.5% | +1.4% | +9.3% |
| 1Y | +32.1% | +27.9% | +4.2% | +15.3% |
| 3Y | +348.2% | +92.4% | +255.8% | +208.6% |
| 5Y | +297.5% | +97.2% | +200.3% | +169.3% |
| 10Y | +343.3% | +163.0% | +180.3% | +141.9% |
| All | +1,938.6% | +256.4% | +1,682.2% | +550.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling