-41.0%
ALK vs EFV
+159.5%
-200.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | +0.1% |
| 7D | +12.9% | +2.1% | +10.8% | +9.9% |
| 30D | +5.5% | +3.1% | +2.5% | +1.5% |
| 3M | -12.1% | -1.3% | -10.8% | -10.0% |
| 6M | +1.7% | +6.0% | -4.3% | -5.5% |
| YTD | -17.4% | +15.8% | -33.3% | -31.4% |
| 1Y | -1.9% | +21.1% | -23.0% | -23.2% |
| 3Y | +21.2% | +91.0% | -69.7% | -49.5% |
| 5Y | -27.8% | +94.3% | -122.1% | -70.4% |
| 10Y | -41.0% | +160.4% | -201.5% | -83.3% |
| All | -41.0% | +159.5% | -200.6% | -83.3% |
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