+44.6%
AU vs EFV
+25.8%
+18.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +3.1% | +4.8% | +0.8% |
| 7D | +0.8% | +2.9% | -2.1% | -5.4% |
| 30D | -7.0% | +3.6% | -10.5% | -13.8% |
| 3M | +8.5% | -0.1% | +8.7% | +9.4% |
| 6M | -1.3% | +9.6% | -10.9% | -18.1% |
| YTD | +6.8% | +17.0% | -10.2% | -19.6% |
| 1Y | +44.6% | +25.7% | +19.0% | -6.9% |
| All | +44.6% | +25.8% | +18.8% | -6.9% |
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