+7.7%
AS vs EFV
+22.1%
-14.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.7% | +0.4% | -0.2% |
| 7D | +5.8% | +1.7% | +4.1% | +3.6% |
| 30D | +15.4% | +3.4% | +11.9% | +10.7% |
| 3M | -11.9% | -1.7% | -10.2% | -10.0% |
| 6M | -9.9% | +6.4% | -16.3% | -16.7% |
| YTD | -13.1% | +16.3% | -29.4% | -21.4% |
| All | +7.7% | +22.1% | -14.4% | -0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling