-36.6%
EFX vs AME
+83.9%
-120.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.4% | -1.7% |
| 7D | -9.4% | +1.3% | -10.7% | -10.2% |
| 30D | -6.9% | -6.6% | -0.3% | -3.2% |
| 3M | +0.1% | +3.0% | -2.8% | -3.0% |
| 6M | -17.3% | +5.3% | -22.6% | -21.7% |
| YTD | -21.8% | +15.4% | -37.3% | -30.9% |
| 1Y | -32.5% | +26.8% | -59.4% | -44.6% |
| 3Y | -12.3% | +56.5% | -68.9% | -41.4% |
| 5Y | -36.6% | +85.2% | -121.9% | -63.3% |
| All | -36.6% | +83.9% | -120.5% | -63.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling