+146.5%
EFA vs ALM
+2,100.8%
-1,954.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.7% | -7.6% | -0.1% |
| 7D | +2.2% | +1.2% | +1.0% | +2.2% |
| 30D | +1.4% | -19.3% | +20.7% | +2.0% |
| 3M | -4.2% | -40.6% | +36.5% | -2.9% |
| 6M | +1.9% | -57.9% | +59.8% | +4.0% |
| YTD | +10.2% | -6.7% | +16.9% | +10.0% |
| 1Y | +12.8% | +20.2% | -7.4% | +11.9% |
| 3Y | +65.2% | +879.4% | -814.2% | +54.8% |
| 5Y | +49.8% | +415.3% | -365.4% | +41.1% |
| All | +146.5% | +2,100.8% | -1,954.3% | +128.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling