+53.4%
EFA vs ALM
+958.0%
-904.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | -0.9% |
| 7D | -0.5% | +3.6% | -4.1% | -0.6% |
| 30D | -1.3% | +33.8% | -35.1% | -2.7% |
| 3M | +5.2% | +14.8% | -9.6% | +4.1% |
| 6M | +9.4% | -7.0% | +16.3% | +8.7% |
| YTD | +12.7% | +108.1% | -95.3% | +8.8% |
| 1Y | +19.3% | +313.8% | -294.5% | +11.9% |
| 3Y | +66.3% | +2,227.6% | -2,161.3% | +43.7% |
| 5Y | +53.4% | +956.6% | -903.3% | +36.0% |
| All | +53.4% | +958.0% | -904.7% | +36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling