+375.9%
EFA vs AA
-41.3%
+417.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.2% |
| 7D | +1.3% | +5.3% | -4.0% | -0.1% |
| 30D | +0.5% | -2.3% | +2.8% | +1.0% |
| 3M | -4.1% | -20.8% | +16.7% | +1.4% |
| 6M | +2.4% | -39.8% | +42.3% | +15.1% |
| YTD | +10.0% | -23.3% | +33.3% | +14.0% |
| 1Y | +11.4% | +1.8% | +9.6% | +6.6% |
| 3Y | +65.4% | +69.5% | -4.2% | +27.7% |
| 5Y | +49.6% | -18.0% | +67.6% | +29.0% |
| 10Y | +144.8% | +45.7% | +99.1% | +38.4% |
| All | +375.9% | -41.3% | +417.2% | +163.4% |
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