-25.6%
EFX vs ACI
-32.3%
+6.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.3% | -6.0% | -6.3% |
| 7D | -8.6% | +0.2% | -8.8% | -8.7% |
| 30D | +0.1% | +5.9% | -5.8% | -0.8% |
| 3M | +3.8% | -19.8% | +23.6% | +5.7% |
| 6M | -13.5% | -24.7% | +11.2% | -11.5% |
| YTD | -17.7% | -24.4% | +6.7% | -16.0% |
| 1Y | -25.6% | -31.5% | +5.9% | -17.8% |
| All | -25.6% | -32.3% | +6.8% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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