+127.2%
EFV vs ACM
+250.2%
-122.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +0.7% | +5.1% | -4.4% | -1.1% |
| 30D | +2.0% | +18.7% | -16.7% | -4.3% |
| 3M | -1.6% | +15.5% | -17.1% | -7.2% |
| 6M | +5.8% | +1.2% | +4.6% | +3.9% |
| YTD | +15.6% | -25.2% | +40.9% | +25.6% |
| 1Y | +19.0% | -46.3% | +65.3% | +45.9% |
| 3Y | +90.7% | -9.6% | +100.2% | +87.9% |
| 5Y | +92.8% | +4.4% | +88.4% | +77.1% |
| 10Y | +160.5% | +129.3% | +31.2% | +63.0% |
| All | +127.2% | +250.2% | -122.9% | +1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling