-33.9%
ALK vs EFV
+87.6%
-121.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +2.6% |
| 7D | +9.0% | -0.7% | +9.7% | +10.3% |
| 30D | -1.6% | +0.9% | -2.5% | -2.6% |
| 3M | -23.2% | -3.6% | -19.6% | -19.0% |
| 6M | -3.9% | +2.5% | -6.4% | -6.5% |
| YTD | -22.6% | +13.2% | -35.8% | -33.0% |
| 1Y | -5.3% | +20.3% | -25.7% | -24.1% |
| 3Y | +18.6% | +84.9% | -66.3% | -44.7% |
| All | -33.9% | +87.6% | -121.4% | -68.5% |
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