+4.7%
ALC vs EFV
+25.8%
-21.1%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.1% | +3.7% | +4.9% |
| 7D | +10.7% | +2.9% | +7.8% | +8.9% |
| 30D | +20.2% | +3.6% | +16.6% | +17.7% |
| 3M | +8.9% | -0.1% | +9.0% | +8.8% |
| 6M | +5.7% | +9.6% | -3.9% | -1.0% |
| YTD | -1.4% | +17.0% | -18.4% | -13.6% |
| 1Y | +4.7% | +25.7% | -20.9% | -16.5% |
| All | +4.7% | +25.8% | -21.1% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling