+16.9%
ALC vs EFV
+122.7%
-105.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.5% | -2.5% |
| 7D | -7.7% | -2.0% | -5.7% | -6.2% |
| 30D | -11.7% | -0.2% | -11.5% | -11.5% |
| 3M | +0.7% | +9.1% | -8.5% | -6.1% |
| 6M | -17.1% | +11.7% | -28.8% | -24.3% |
| YTD | -15.1% | +17.0% | -32.2% | -25.4% |
| 1Y | -14.1% | +26.7% | -40.8% | -29.0% |
| 3Y | -18.2% | +90.2% | -108.3% | -50.4% |
| 5Y | -19.2% | +96.1% | -115.3% | -52.3% |
| All | +16.9% | +122.7% | -105.8% | -42.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling