+120.4%
AS vs EFV
+80.5%
+39.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.7% | +3.8% |
| 7D | -4.9% | +1.5% | -6.4% | -6.8% |
| 30D | -19.6% | +1.7% | -21.3% | -21.4% |
| 3M | -14.4% | +8.6% | -23.0% | -23.3% |
| 6M | -20.1% | +11.7% | -31.8% | -30.8% |
| YTD | -20.9% | +19.3% | -40.2% | -37.1% |
| 1Y | -21.9% | +30.2% | -52.1% | -44.7% |
| All | +120.4% | +80.5% | +39.9% | +11.0% |
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