+956.6%
ALM vs EFV
+95.4%
+861.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.3% |
| 7D | +3.6% | -0.5% | +4.1% | +4.1% |
| 30D | +33.8% | 0.0% | +33.8% | +33.8% |
| 3M | +14.8% | +8.4% | +6.4% | +7.2% |
| 6M | -7.0% | +12.3% | -19.3% | -14.0% |
| YTD | +108.1% | +17.4% | +90.7% | +86.4% |
| 1Y | +313.8% | +27.1% | +286.6% | +251.8% |
| 3Y | +2,227.6% | +90.7% | +2,136.9% | +1,501.8% |
| 5Y | +956.6% | +95.6% | +861.0% | +632.3% |
| All | +956.6% | +95.4% | +861.2% | +632.3% |
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