+38.9%
EFX vs AME
+427.9%
-389.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | +0.4% |
| 7D | -11.1% | 0.0% | -11.1% | -11.2% |
| 30D | -7.4% | -8.6% | +1.2% | -3.0% |
| 3M | +1.5% | +5.8% | -4.3% | -2.7% |
| 6M | -13.7% | +3.8% | -17.5% | -16.8% |
| YTD | -21.9% | +14.4% | -36.3% | -29.0% |
| 1Y | -30.8% | +25.8% | -56.6% | -40.8% |
| 3Y | -12.4% | +55.2% | -67.5% | -34.6% |
| 5Y | -35.9% | +85.5% | -121.5% | -56.8% |
| All | +38.9% | +427.9% | -389.0% | -30.3% |
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 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