+35.3%
EFAA vs SPY
+40.3%
-5.0%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.2% |
| 7D | +0.9% | +0.5% | +0.3% | +0.6% |
| 30D | 0.0% | -0.9% | +0.9% | +0.5% |
| 3M | +5.8% | +3.9% | +2.0% | +3.5% |
| 6M | +10.7% | +14.5% | -3.8% | +2.6% |
| YTD | +11.2% | +12.9% | -1.7% | +3.8% |
| 1Y | +17.1% | +19.4% | -2.2% | +6.3% |
| All | +35.3% | +40.3% | -5.0% | +11.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling