+678.6%
AU vs EFV
+95.9%
+582.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | -0.8% |
| 7D | -4.3% | -0.8% | -3.5% | -3.4% |
| 30D | +7.3% | +0.6% | +6.7% | +6.6% |
| 3M | +26.3% | +7.5% | +18.8% | +16.8% |
| 6M | +1.8% | +13.0% | -11.3% | -9.5% |
| YTD | +26.8% | +18.3% | +8.5% | +8.2% |
| 1Y | +66.7% | +26.7% | +40.0% | +33.6% |
| 3Y | +579.1% | +89.6% | +489.5% | +277.2% |
| All | +678.6% | +95.9% | +582.8% | +286.1% |
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