+22.6%
EFA vs ALM
+318.3%
-295.7%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.2% |
| 7D | +0.6% | -2.6% | +3.2% | +0.8% |
| 30D | +0.9% | +32.0% | -31.1% | -1.2% |
| 3M | +4.9% | -15.0% | +19.9% | +5.2% |
| 6M | +8.6% | -10.1% | +18.7% | +7.7% |
| YTD | +14.6% | +99.4% | -84.8% | +11.1% |
| 1Y | +22.6% | +316.4% | -293.7% | +13.8% |
| All | +22.6% | +318.3% | -295.7% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling