+6,820.0%
EFX vs AME
+18,999.6%
-12,179.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.4% | -1.1% |
| 7D | -3.6% | +8.1% | -11.7% | -6.4% |
| 30D | +25.3% | -3.8% | +29.1% | +26.3% |
| 3M | +3.8% | -6.6% | +10.4% | +5.4% |
| 6M | +12.7% | +4.6% | +8.2% | +9.4% |
| YTD | -13.1% | +17.9% | -31.1% | -19.6% |
| 1Y | -9.3% | +23.2% | -32.6% | -17.4% |
| 3Y | +3.5% | +62.9% | -59.4% | -15.2% |
| 5Y | -30.6% | +77.5% | -108.1% | -44.5% |
| 10Y | +80.2% | +444.7% | -364.5% | -1.6% |
| All | +6,820.0% | +18,999.6% | -12,179.6% | +1,629.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling