+157.0%
EFA vs ALM
+3,551.9%
-3,394.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.4% |
| 3M | -4.2% | -40.6% | +36.5% | -4.1% |
| 6M | +1.9% | -57.9% | +59.8% | +2.1% |
| YTD | +10.2% | -6.7% | +16.9% | +10.2% |
| 1Y | +12.8% | +20.2% | -7.4% | +12.7% |
| 3Y | +65.2% | +879.4% | -814.2% | +64.5% |
| 5Y | +49.8% | +415.3% | -365.4% | +49.2% |
| 10Y | +145.2% | +2,100.8% | -1,955.6% | +143.8% |
| All | +157.0% | +3,551.9% | -3,394.9% | +154.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling