+395.7%
EFA vs AME
+6,017.4%
-5,621.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.6% |
| 7D | +0.6% | +0.6% | 0.0% | +0.3% |
| 30D | +0.9% | -6.7% | +7.5% | +4.4% |
| 3M | +4.9% | +4.1% | +0.8% | +2.4% |
| 6M | +8.6% | +1.6% | +7.0% | +7.2% |
| YTD | +14.6% | +16.1% | -1.5% | +5.4% |
| 1Y | +22.6% | +27.3% | -4.7% | +7.1% |
| 3Y | +66.5% | +50.9% | +15.7% | +30.1% |
| 5Y | +54.5% | +81.4% | -26.8% | +8.3% |
| 10Y | +144.8% | +417.0% | -272.2% | -6.5% |
| All | +395.7% | +6,017.4% | -5,621.6% | -43.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling