+142.8%
EFA vs AME
+445.1%
-302.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.3% | -2.3% | -0.5% |
| 7D | -1.5% | +1.7% | -3.3% | -2.3% |
| 30D | -1.7% | -6.4% | +4.8% | +1.4% |
| 3M | +3.5% | +7.1% | -3.6% | -0.1% |
| 6M | +9.5% | +8.2% | +1.3% | +5.0% |
| YTD | +12.9% | +18.2% | -5.3% | +3.7% |
| 1Y | +18.2% | +26.7% | -8.5% | +4.7% |
| 3Y | +64.8% | +60.7% | +4.1% | +27.1% |
| 5Y | +53.9% | +91.6% | -37.7% | +7.3% |
| All | +142.8% | +445.1% | -302.3% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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