-28.9%
EFX vs AME
+77.3%
-106.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.2% |
| 7D | -2.0% | +1.1% | -3.1% | -2.8% |
| 30D | +27.9% | -4.1% | +32.0% | +29.7% |
| 3M | +3.8% | -6.3% | +10.2% | +6.4% |
| 6M | +13.0% | +3.5% | +9.4% | +7.5% |
| YTD | -12.4% | +17.3% | -29.7% | -24.4% |
| 1Y | -10.4% | +22.0% | -32.4% | -25.0% |
| 3Y | +4.4% | +62.0% | -57.6% | -33.3% |
| 5Y | -28.9% | +78.5% | -107.4% | -58.4% |
| All | -28.9% | +77.3% | -106.1% | -58.4% |
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