+29.1%
AEM vs EFX
-31.3%
+60.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -5.0% | -11.1% | +6.1% | -4.2% |
| 30D | +8.5% | -7.4% | +15.8% | +9.1% |
| 3M | +29.3% | +1.5% | +27.8% | +29.3% |
| 6M | -12.9% | -13.7% | +0.8% | -12.0% |
| YTD | +16.8% | -21.9% | +38.6% | +18.0% |
| All | +29.1% | -31.3% | +60.3% | +35.9% |
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