+387.6%
EFA vs AEM
+2,761.4%
-2,373.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -0.5% | +3.0% | -3.5% | -0.8% |
| 30D | -1.3% | +12.5% | -13.8% | -2.9% |
| 3M | +5.2% | +26.9% | -21.7% | +1.8% |
| 6M | +9.4% | -9.4% | +18.8% | +10.1% |
| YTD | +12.7% | +20.3% | -7.5% | +9.3% |
| 1Y | +19.3% | +33.8% | -14.5% | +13.8% |
| 3Y | +66.3% | +349.8% | -283.5% | +35.8% |
| 5Y | +53.4% | +301.0% | -247.7% | +25.3% |
| 10Y | +144.4% | +376.1% | -231.6% | +88.2% |
| All | +387.6% | +2,761.4% | -2,373.8% | +218.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling