-35.8%
EFX vs AU
+686.2%
-722.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | -4.5% | -4.3% | -0.3% | -4.2% |
| 30D | -6.1% | +7.3% | -13.4% | -6.7% |
| 3M | +6.2% | +26.3% | -20.1% | +4.1% |
| 6M | -11.2% | +1.8% | -13.0% | -11.8% |
| YTD | -21.4% | +26.8% | -48.2% | -23.8% |
| 1Y | -34.3% | +66.7% | -101.0% | -38.2% |
| 3Y | -12.5% | +579.1% | -591.6% | -31.8% |
| All | -35.8% | +686.2% | -722.0% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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