+66.7%
AU vs EFV
+27.7%
+39.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | -2.0% |
| 7D | -4.3% | -0.8% | -3.5% | -2.4% |
| 30D | +7.3% | +0.6% | +6.7% | +5.9% |
| 3M | +26.3% | +7.5% | +18.8% | +7.4% |
| 6M | +1.8% | +13.0% | -11.3% | -20.8% |
| YTD | +26.8% | +18.3% | +8.5% | -9.7% |
| 1Y | +66.7% | +26.7% | +40.0% | +2.7% |
| All | +66.7% | +27.7% | +39.0% | +2.7% |
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