+167.3%
EFA vs ALM
+7,705.7%
-7,538.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.1% |
| 7D | +0.6% | -2.6% | +3.2% | +0.6% |
| 30D | +0.9% | +32.0% | -31.1% | +0.8% |
| 3M | +4.9% | -15.0% | +19.9% | +4.9% |
| 6M | +8.6% | -10.1% | +18.7% | +8.5% |
| YTD | +14.6% | +99.4% | -84.8% | +14.4% |
| 1Y | +22.6% | +316.4% | -293.7% | +22.3% |
| 3Y | +66.5% | +2,022.0% | -1,955.5% | +65.5% |
| 5Y | +54.5% | +941.2% | -886.6% | +53.7% |
| 10Y | +144.8% | +2,950.3% | -2,805.6% | +143.1% |
| All | +167.3% | +7,705.7% | -7,538.4% | +164.6% |
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