+85.2%
AME vs EFV
+95.4%
-10.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | 0.0% |
| 7D | +1.3% | -0.5% | +1.8% | +1.7% |
| 30D | -6.6% | 0.0% | -6.6% | -6.6% |
| 3M | +3.0% | +8.4% | -5.5% | -2.7% |
| 6M | +5.3% | +12.3% | -7.0% | -2.9% |
| YTD | +15.4% | +17.4% | -2.0% | +3.2% |
| 1Y | +26.8% | +27.1% | -0.3% | +7.4% |
| 3Y | +56.5% | +90.7% | -34.2% | -0.9% |
| 5Y | +85.2% | +95.6% | -10.4% | +12.6% |
| All | +85.2% | +95.4% | -10.1% | +12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling