-34.3%
EFX vs ACI
-32.3%
-2.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.7% | 0.0% |
| 7D | -4.5% | -3.7% | -0.8% | -3.9% |
| 30D | -6.1% | +0.6% | -6.7% | -6.1% |
| 3M | +6.2% | -20.3% | +26.5% | +8.4% |
| 6M | -11.2% | -24.7% | +13.4% | -9.1% |
| YTD | -21.4% | -27.2% | +5.8% | -19.6% |
| 1Y | -34.3% | -32.7% | -1.6% | -32.0% |
| All | -34.3% | -32.3% | -2.0% | -32.0% |
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