+316.4%
ALM vs EFV
+30.7%
+285.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.2% |
| 7D | -2.6% | +1.5% | -4.1% | -6.1% |
| 30D | +32.0% | +1.7% | +30.3% | +26.8% |
| 3M | -15.0% | +8.6% | -23.7% | -29.2% |
| 6M | -10.1% | +11.7% | -21.8% | -28.4% |
| YTD | +99.4% | +19.3% | +80.2% | +38.8% |
| 1Y | +316.4% | +30.2% | +286.1% | +124.5% |
| All | +316.4% | +30.7% | +285.7% | +124.5% |
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 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