+376.6%
EFA vs AME
+6,139.4%
-5,762.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | -0.1% |
| 7D | +2.2% | +5.9% | -3.6% | -0.7% |
| 30D | +1.4% | -1.9% | +3.3% | +2.0% |
| 3M | -4.2% | -5.4% | +1.2% | -2.0% |
| 6M | +1.9% | +4.9% | -3.0% | -1.4% |
| YTD | +10.2% | +18.5% | -8.3% | -0.2% |
| 1Y | +12.8% | +25.5% | -12.7% | -0.9% |
| 3Y | +65.2% | +63.0% | +2.2% | +23.5% |
| 5Y | +49.8% | +78.3% | -28.5% | +5.7% |
| 10Y | +145.2% | +447.1% | -301.9% | -9.5% |
| All | +376.6% | +6,139.4% | -5,762.8% | -46.2% |
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