+3,541.8%
AEM vs EFX
+6,208.7%
-2,666.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -1.1% |
| 7D | +4.3% | -7.8% | +12.2% | +5.1% |
| 30D | +13.1% | -5.7% | +18.8% | +13.8% |
| 3M | +24.8% | +2.5% | +22.3% | +24.2% |
| 6M | -8.2% | -16.7% | +8.4% | -6.9% |
| YTD | +19.8% | -20.2% | +40.0% | +21.8% |
| 1Y | +32.1% | -31.4% | +63.4% | +36.0% |
| 3Y | +348.2% | -10.5% | +358.7% | +345.7% |
| 5Y | +297.5% | -35.2% | +332.7% | +303.2% |
| 10Y | +343.3% | +40.2% | +303.1% | +314.4% |
| All | +3,541.8% | +6,208.7% | -2,666.8% | +3,107.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling