+6,459.5%
EFX vs AME
+18,709.1%
-12,249.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.5% | -7.9% | -6.9% |
| 7D | -8.6% | +0.6% | -9.3% | -8.9% |
| 30D | +0.1% | -6.7% | +6.8% | +2.5% |
| 3M | +3.8% | +4.1% | -0.2% | +1.7% |
| 6M | -13.5% | +1.6% | -15.1% | -14.8% |
| YTD | -17.7% | +16.1% | -33.8% | -22.8% |
| 1Y | -25.6% | +27.3% | -52.9% | -32.6% |
| 3Y | -12.1% | +50.9% | -63.0% | -25.4% |
| 5Y | -33.8% | +81.4% | -115.2% | -47.1% |
| 10Y | +45.1% | +417.0% | -371.8% | -18.9% |
| All | +6,459.5% | +18,709.1% | -12,249.6% | +1,559.8% |
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 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