+810.4%
EFX vs AU
+789.2%
+21.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.1% |
| 7D | -9.4% | +0.6% | -10.0% | -9.4% |
| 30D | -6.9% | +12.3% | -19.2% | -7.5% |
| 3M | +0.1% | +29.4% | -29.2% | -1.5% |
| 6M | -17.3% | +3.2% | -20.5% | -17.8% |
| YTD | -21.8% | +31.8% | -53.6% | -23.6% |
| 1Y | -32.5% | +83.4% | -115.9% | -35.4% |
| 3Y | -12.3% | +623.1% | -635.4% | -23.3% |
| 5Y | -36.6% | +700.5% | -737.1% | -45.3% |
| 10Y | +41.0% | +717.6% | -676.5% | +18.6% |
| All | +810.4% | +789.2% | +21.2% | +751.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling