+388.2%
EFA vs AU
+744.4%
-356.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | -1.5% | -4.3% | +2.7% | -1.0% |
| 30D | -1.7% | +7.3% | -9.0% | -2.7% |
| 3M | +3.5% | +26.3% | -22.8% | +0.1% |
| 6M | +9.5% | +1.8% | +7.7% | +8.2% |
| YTD | +12.9% | +26.8% | -13.9% | +8.1% |
| 1Y | +18.2% | +66.7% | -48.5% | +8.9% |
| 3Y | +64.8% | +579.1% | -514.2% | +24.3% |
| 5Y | +53.9% | +689.3% | -635.4% | +11.4% |
| 10Y | +144.8% | +686.6% | -541.8% | +63.3% |
| All | +388.2% | +744.4% | -356.2% | +207.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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