+3,516.3%
ALM vs EFV
+165.9%
+3,350.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.4% | -6.9% | -7.0% |
| 7D | -6.3% | +2.1% | -8.5% | -7.2% |
| 30D | -31.4% | +3.1% | -34.5% | -32.3% |
| 3M | -40.6% | -1.3% | -39.3% | -40.0% |
| 6M | -58.6% | +6.0% | -64.7% | -59.4% |
| YTD | -7.6% | +15.8% | -23.4% | -12.1% |
| 1Y | +13.8% | +21.1% | -7.3% | +6.5% |
| 3Y | +842.1% | +91.0% | +751.1% | +651.1% |
| 5Y | +407.4% | +94.3% | +313.1% | +301.7% |
| 10Y | +2,079.4% | +160.4% | +1,919.0% | +1,423.0% |
| All | +3,516.3% | +165.9% | +3,350.4% | +477.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling