+53.4%
EFA vs AA
+15.6%
+37.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.8% | -0.8% |
| 7D | -0.5% | -0.6% | +0.2% | -0.4% |
| 30D | -1.3% | -1.6% | +0.2% | -1.3% |
| 3M | +5.2% | -29.8% | +35.0% | +10.3% |
| 6M | +9.4% | -16.6% | +26.0% | +11.1% |
| YTD | +12.7% | -4.0% | +16.8% | +11.6% |
| 1Y | +19.3% | +63.5% | -44.2% | +8.0% |
| 3Y | +66.3% | +86.8% | -20.4% | +41.9% |
| 5Y | +53.4% | +12.4% | +41.0% | +37.2% |
| All | +53.4% | +15.6% | +37.8% | +37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling