-12.9%
EFX vs AME
+8.4%
-21.4%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.5% | -7.9% | -6.2% |
| 7D | -8.6% | +0.6% | -9.3% | -8.6% |
| 30D | +0.1% | -6.7% | +6.8% | -0.2% |
| 3M | +3.8% | +4.1% | -0.2% | +2.7% |
| All | -12.9% | +8.4% | -21.4% | -14.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling