+27.1%
EFV vs ACM
-48.7%
+75.8%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -0.6% |
| 7D | -0.5% | -3.7% | +3.2% | -0.2% |
| 30D | 0.0% | -12.7% | +12.7% | +1.2% |
| 3M | +8.4% | -9.8% | +18.2% | +9.2% |
| 6M | +12.3% | -31.4% | +43.7% | +16.4% |
| YTD | +17.4% | -32.1% | +49.5% | +21.5% |
| 1Y | +27.1% | -47.8% | +74.9% | +35.3% |
| All | +27.1% | -48.7% | +75.8% | +35.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling