+79.7%
EFX vs AME
+444.5%
-364.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.5% |
| 7D | -0.8% | +5.9% | -6.7% | -3.8% |
| 30D | +25.1% | -1.9% | +27.0% | +25.3% |
| 3M | +1.7% | -5.4% | +7.0% | +3.3% |
| 6M | +18.4% | +4.9% | +13.4% | +12.6% |
| YTD | -12.5% | +18.5% | -31.0% | -23.0% |
| 1Y | -8.1% | +25.5% | -33.5% | -21.8% |
| 3Y | +4.8% | +63.0% | -58.2% | -25.1% |
| 5Y | -30.1% | +78.3% | -108.4% | -52.6% |
| All | +79.7% | +444.5% | -364.7% | -12.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling