+34.1%
EFAA vs SPY
+40.0%
-6.0%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.1% | +0.3% |
| 7D | -1.4% | -0.8% | -0.7% | -1.0% |
| 30D | -1.1% | -1.1% | 0.0% | -0.5% |
| 3M | +3.5% | +3.9% | -0.4% | +1.3% |
| 6M | +9.0% | +13.6% | -4.6% | +1.5% |
| YTD | +10.2% | +12.7% | -2.5% | +3.0% |
| 1Y | +15.3% | +17.5% | -2.2% | +5.5% |
| All | +34.1% | +40.0% | -6.0% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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