+134.9%
AS vs EFV
+71.3%
+63.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +2.3% |
| 7D | +6.9% | -0.7% | +7.6% | +7.9% |
| 30D | +16.0% | +0.9% | +15.1% | +14.8% |
| 3M | -12.8% | -3.6% | -9.3% | -8.6% |
| 6M | -15.4% | +2.5% | -17.9% | -18.2% |
| YTD | -15.7% | +13.2% | -28.9% | -28.1% |
| 1Y | +6.1% | +20.3% | -14.3% | -16.6% |
| All | +134.9% | +71.3% | +63.6% | +26.8% |
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