+144.4%
EFA vs AMC
-99.0%
+243.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.9% | +2.8% | -1.0% |
| 7D | -0.5% | -6.8% | +6.4% | -0.3% |
| 30D | -1.3% | +1.7% | -3.0% | -1.4% |
| 3M | +5.2% | +26.8% | -21.6% | +4.5% |
| 6M | +9.4% | +117.7% | -108.3% | +7.4% |
| YTD | +12.7% | +57.7% | -45.0% | +11.3% |
| 1Y | +19.3% | -12.5% | +31.7% | +18.8% |
| 3Y | +66.3% | -65.7% | +132.1% | +66.4% |
| 5Y | +53.4% | -99.5% | +152.8% | +59.7% |
| 10Y | +144.4% | -99.0% | +243.4% | +132.3% |
| All | +144.4% | -99.0% | +243.4% | +132.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 10y: compounded portfolio wealth divided by compounded AMC 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…
10y analysis · Full analysis span regression · 6 months rolling