+52.7%
EFA vs AEM
+306.3%
-253.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.7% |
| 7D | -1.5% | -2.1% | +0.6% | -1.2% |
| 30D | -1.7% | +8.4% | -10.1% | -3.3% |
| 3M | +3.5% | +27.3% | -23.8% | -1.4% |
| 6M | +9.5% | -9.7% | +19.1% | +10.4% |
| YTD | +12.9% | +19.0% | -6.1% | +8.1% |
| 1Y | +18.2% | +31.5% | -13.3% | +10.7% |
| 3Y | +64.8% | +338.7% | -273.9% | +21.8% |
| All | +52.7% | +306.3% | -253.6% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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