+1.7%
ALC vs EFV
+91.3%
-89.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.1% | -2.1% |
| 7D | -6.3% | -1.0% | -5.3% | -5.5% |
| 30D | +12.6% | +3.1% | +9.5% | +9.8% |
| 3M | -3.8% | -1.2% | -2.6% | -2.9% |
| 6M | +16.8% | +5.6% | +11.2% | +10.9% |
| YTD | -7.6% | +15.8% | -23.4% | -20.3% |
| 1Y | -5.9% | +20.0% | -25.9% | -21.7% |
| All | +1.7% | +91.3% | -89.6% | -50.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling