+7,705.7%
ALM vs EFV
+173.8%
+7,531.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.4% |
| 7D | -2.6% | +1.5% | -4.1% | -3.3% |
| 30D | +32.0% | +1.7% | +30.3% | +30.9% |
| 3M | -15.0% | +8.6% | -23.7% | -18.0% |
| 6M | -10.1% | +11.7% | -21.8% | -13.7% |
| YTD | +99.4% | +19.3% | +80.2% | +86.4% |
| 1Y | +316.4% | +30.2% | +286.1% | +276.2% |
| 3Y | +2,022.0% | +91.6% | +1,930.4% | +1,574.4% |
| 5Y | +941.2% | +96.4% | +844.8% | +714.1% |
| 10Y | +2,950.3% | +166.5% | +2,783.9% | +1,998.4% |
| All | +7,705.7% | +173.8% | +7,531.9% | +1,122.9% |
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 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