-10.1%
ALK vs EFV
+19.3%
-29.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.1% | -4.7% | -4.5% |
| 7D | +0.9% | +0.7% | +0.2% | -0.5% |
| 30D | +3.3% | +2.0% | +1.3% | -0.3% |
| 3M | -17.6% | -1.6% | -15.9% | -14.5% |
| 6M | +0.8% | +5.8% | -4.9% | -9.8% |
| YTD | -22.4% | +15.6% | -38.0% | -42.4% |
| 1Y | -10.1% | +19.0% | -29.0% | -37.6% |
| All | -10.1% | +19.3% | -29.4% | -37.6% |
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