How is Entity Framework creating its proxies?

I understand the usage of proxies in EF and I want to apply a similar pattern to an application I am creating. So basically, I want to create a dynamic class at runtime that inherits from an existing class, in order to add some extra properties that will allow me to keep track of certain things in my application. I have read a bit about the DynamicObject and RealProxy, but it is not evident to me how they would help me achieve similar behaviour like EF-proxies have.