-27.8%
ALK vs EFV
+96.3%
-124.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.1% |
| 7D | +0.1% | +1.0% | -0.9% | -1.2% |
| 30D | -18.5% | +0.2% | -18.6% | -18.6% |
| 3M | -3.6% | +9.6% | -13.2% | -14.7% |
| 6M | -3.7% | +14.0% | -17.7% | -18.4% |
| YTD | -19.0% | +18.5% | -37.5% | -34.3% |
| 1Y | -36.0% | +27.9% | -63.9% | -52.8% |
| 3Y | +2.3% | +92.4% | -90.1% | -54.7% |
| 5Y | -27.8% | +97.2% | -124.9% | -68.6% |
| All | -27.8% | +96.3% | -124.1% | -68.6% |
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 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