-6.7%
EFX vs AME
+21.1%
-27.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.6% | +7.0% | +2.1% |
| 7D | +9.2% | -4.4% | +13.6% | +8.9% |
| 30D | +34.8% | -5.9% | +40.7% | +34.6% |
| 3M | +8.8% | -6.5% | +15.4% | +9.0% |
| 6M | +12.3% | +3.2% | +9.1% | +9.7% |
| YTD | -10.6% | +16.0% | -26.6% | -17.8% |
| 1Y | -6.7% | +20.4% | -27.2% | -17.3% |
| All | -6.7% | +21.1% | -27.8% | -17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling