+299.9%
AEM vs EFX
-37.1%
+337.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -5.0% | -11.1% | +6.1% | -3.4% |
| 30D | +8.5% | -7.4% | +15.8% | +9.7% |
| 3M | +29.3% | +1.5% | +27.8% | +28.5% |
| 6M | -12.9% | -13.7% | +0.8% | -11.4% |
| YTD | +16.8% | -21.9% | +38.6% | +20.3% |
| 1Y | +29.8% | -30.8% | +60.6% | +36.3% |
| 3Y | +336.7% | -12.4% | +349.1% | +325.1% |
| 5Y | +299.9% | -35.9% | +335.9% | +276.3% |
| All | +299.9% | -37.1% | +337.0% | +276.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling