-11.2%
EFX vs AME
+56.9%
-68.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -7.8% | +2.8% | -10.6% | -8.9% |
| 30D | -5.7% | -6.3% | +0.5% | -3.3% |
| 3M | +2.5% | +5.4% | -2.9% | -1.0% |
| 6M | -16.7% | +7.4% | -24.1% | -20.7% |
| YTD | -20.2% | +16.2% | -36.4% | -27.5% |
| 1Y | -31.4% | +26.8% | -58.2% | -40.8% |
| All | -11.2% | +56.9% | -68.1% | -37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling