+165.3%
EFV vs ACM
+124.8%
+40.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | +0.1% |
| 7D | -0.5% | -3.7% | +3.2% | +0.7% |
| 30D | 0.0% | -12.7% | +12.7% | +3.9% |
| 3M | +8.4% | -9.8% | +18.2% | +11.1% |
| 6M | +12.3% | -31.4% | +43.7% | +25.5% |
| YTD | +17.4% | -32.1% | +49.5% | +30.7% |
| 1Y | +27.1% | -47.8% | +74.9% | +54.2% |
| 3Y | +90.7% | -22.1% | +112.8% | +97.1% |
| 5Y | +95.6% | +1.8% | +93.8% | +80.9% |
| 10Y | +165.3% | +132.5% | +32.7% | +86.5% |
| All | +165.3% | +124.8% | +40.5% | +86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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