-10.1%
ALM vs EFV
+11.9%
-22.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.1% |
| 7D | -2.6% | +1.5% | -4.1% | -7.0% |
| 30D | +32.0% | +1.7% | +30.3% | +25.3% |
| 3M | -15.0% | +8.6% | -23.7% | -33.0% |
| 6M | -10.1% | +11.7% | -21.8% | -32.9% |
| All | -10.1% | +11.9% | -22.0% | -32.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling