-16.2%
ALC vs EFV
+96.3%
-112.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.4% |
| 7D | -3.7% | +1.0% | -4.6% | -4.5% |
| 30D | -3.7% | +0.2% | -3.9% | -3.9% |
| 3M | +4.6% | +9.6% | -5.1% | -3.8% |
| 6M | -14.6% | +14.0% | -28.6% | -24.5% |
| YTD | -11.9% | +18.5% | -30.3% | -24.9% |
| 1Y | -13.1% | +27.9% | -41.0% | -31.0% |
| 3Y | -15.0% | +92.4% | -107.4% | -53.5% |
| 5Y | -16.2% | +97.2% | -113.4% | -56.1% |
| All | -16.2% | +96.3% | -112.5% | -56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling