+16.9%
EFA vs AA
+13.9%
+2.9%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.8% | -0.2% | +2.2% |
| 7D | +2.0% | +0.9% | +1.0% | +1.9% |
| 30D | +1.6% | -6.4% | +8.1% | +2.4% |
| 3M | -1.5% | -13.0% | +11.5% | -0.1% |
| 6M | +6.6% | -34.6% | +41.3% | +11.3% |
| YTD | +11.8% | -23.0% | +34.9% | +13.3% |
| 1Y | +16.9% | +16.0% | +0.9% | +12.3% |
| All | +16.9% | +13.9% | +2.9% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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