+39.2%
AEM vs EFX
-25.2%
+64.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.4% | +5.2% | -0.6% |
| 7D | -0.5% | -8.6% | +8.1% | +0.2% |
| 30D | +24.0% | +0.1% | +23.9% | +24.2% |
| 3M | +16.1% | +3.8% | +12.2% | +15.9% |
| 6M | -11.6% | -13.5% | +1.9% | -10.8% |
| YTD | +21.5% | -17.7% | +39.2% | +22.8% |
| 1Y | +39.2% | -25.6% | +64.8% | +43.7% |
| All | +39.2% | -25.2% | +64.4% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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