+134.4%
EFV vs ACM
+230.8%
-96.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | 0.0% |
| 7D | +1.5% | -3.7% | +5.2% | +2.9% |
| 30D | +1.7% | -11.1% | +12.8% | +5.6% |
| 3M | +8.6% | -8.0% | +16.6% | +10.9% |
| 6M | +11.7% | -29.7% | +41.3% | +25.3% |
| YTD | +19.3% | -29.4% | +48.6% | +32.6% |
| 1Y | +30.2% | -46.4% | +76.6% | +59.8% |
| 3Y | +91.6% | -22.3% | +113.9% | +100.3% |
| 5Y | +96.4% | +4.5% | +91.9% | +80.0% |
| 10Y | +166.5% | +127.6% | +38.8% | +66.5% |
| All | +134.4% | +230.8% | -96.4% | +7.4% |
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