+343.3%
AHR vs EFV
+80.2%
+263.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.4% |
| 7D | -2.1% | -0.8% | -1.3% | -1.7% |
| 30D | +1.9% | +0.6% | +1.2% | +1.5% |
| 3M | +15.7% | +7.5% | +8.1% | +11.3% |
| 6M | +2.5% | +13.0% | -10.5% | -4.2% |
| YTD | +15.0% | +18.3% | -3.3% | +4.1% |
| 1Y | +28.1% | +26.7% | +1.4% | +10.8% |
| All | +343.3% | +80.2% | +263.1% | +218.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling