-12.8%
ALC vs EFV
+27.3%
-40.1%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.4% |
| 7D | -5.3% | -0.5% | -4.8% | -4.9% |
| 30D | -7.1% | 0.0% | -7.1% | -7.1% |
| 3M | +0.8% | +8.4% | -7.6% | -4.8% |
| 6M | -16.0% | +12.3% | -28.3% | -23.2% |
| YTD | -12.7% | +17.4% | -30.1% | -25.3% |
| 1Y | -12.8% | +27.1% | -40.0% | -34.2% |
| All | -12.8% | +27.3% | -40.1% | -34.2% |
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