+97.2%
EFV vs ACM
+4.8%
+92.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | +1.0% | -0.3% | +1.3% | +1.1% |
| 30D | +0.2% | -12.9% | +13.1% | +3.6% |
| 3M | +9.6% | -6.4% | +16.0% | +10.8% |
| 6M | +14.0% | -29.2% | +43.3% | +24.7% |
| YTD | +18.5% | -29.9% | +48.4% | +29.0% |
| 1Y | +27.9% | -47.3% | +75.2% | +52.2% |
| 3Y | +92.4% | -19.6% | +112.1% | +92.3% |
| 5Y | +97.2% | +5.5% | +91.6% | +77.7% |
| All | +97.2% | +4.8% | +92.4% | +77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling