+579.1%
AU vs EFV
+90.2%
+488.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | -1.1% |
| 7D | -4.3% | -0.8% | -3.5% | -3.1% |
| 30D | +7.3% | +0.6% | +6.7% | +6.4% |
| 3M | +26.3% | +7.5% | +18.8% | +14.1% |
| 6M | +1.8% | +13.0% | -11.3% | -12.7% |
| YTD | +26.8% | +18.3% | +8.5% | +3.5% |
| 1Y | +66.7% | +26.7% | +40.0% | +26.0% |
| 3Y | +579.1% | +89.6% | +489.5% | +228.2% |
| All | +579.1% | +90.2% | +488.8% | +228.2% |
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