+2,776.7%
ALM vs EFV
+167.0%
+2,609.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.3% | -9.3% | -9.4% |
| 7D | -7.1% | -2.0% | -5.1% | -6.1% |
| 30D | +24.7% | -0.2% | +24.9% | +24.8% |
| 3M | +8.3% | +9.1% | -0.8% | +3.9% |
| 6M | -22.2% | +11.7% | -33.9% | -25.3% |
| YTD | +88.1% | +17.0% | +71.0% | +77.2% |
| 1Y | +272.4% | +26.7% | +245.6% | +240.3% |
| 3Y | +2,004.1% | +90.2% | +1,914.0% | +1,584.8% |
| 5Y | +915.8% | +96.1% | +819.7% | +706.3% |
| All | +2,776.7% | +167.0% | +2,609.7% | +1,946.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling