+2,229.1%
AME vs EFV
+258.8%
+1,970.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.6% |
| 7D | +0.6% | +1.5% | -0.9% | -0.6% |
| 30D | -6.7% | +1.7% | -8.4% | -8.0% |
| 3M | +4.1% | +8.6% | -4.6% | -2.8% |
| 6M | +1.6% | +11.7% | -10.1% | -7.1% |
| YTD | +16.1% | +19.3% | -3.1% | +0.5% |
| 1Y | +27.3% | +30.2% | -2.9% | +2.6% |
| 3Y | +50.9% | +91.6% | -40.7% | -12.2% |
| 5Y | +81.4% | +96.4% | -15.0% | +2.6% |
| 10Y | +417.0% | +166.5% | +250.5% | +132.3% |
| All | +2,229.1% | +258.8% | +1,970.3% | +730.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling