+395.7%
EFA vs AA
-27.7%
+423.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.7% |
| 7D | +0.6% | -0.7% | +1.3% | +0.8% |
| 30D | +0.9% | +5.0% | -4.1% | -0.7% |
| 3M | +4.9% | -35.8% | +40.7% | +16.7% |
| 6M | +8.6% | -18.4% | +27.0% | +12.1% |
| YTD | +14.6% | -5.5% | +20.1% | +12.8% |
| 1Y | +22.6% | +61.0% | -38.3% | +3.2% |
| 3Y | +66.5% | +66.2% | +0.3% | +29.3% |
| 5Y | +54.5% | +11.4% | +43.2% | +21.1% |
| 10Y | +144.8% | +116.9% | +27.9% | +21.5% |
| All | +395.7% | -27.7% | +423.4% | +160.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling