-36.0%
ALK vs EFV
+28.1%
-64.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -1.7% |
| 7D | +0.1% | +1.0% | -0.9% | -1.8% |
| 30D | -18.5% | +0.2% | -18.6% | -18.6% |
| 3M | -3.6% | +9.6% | -13.2% | -19.5% |
| 6M | -3.7% | +14.0% | -17.7% | -24.8% |
| YTD | -19.0% | +18.5% | -37.5% | -40.9% |
| 1Y | -36.0% | +27.9% | -63.9% | -58.6% |
| All | -36.0% | +28.1% | -64.1% | -58.6% |
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