+4.9%
EFX vs ACI
-31.8%
+36.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.4% |
| 7D | -2.0% | -5.3% | +3.3% | -0.9% |
| 30D | +27.9% | +5.0% | +22.8% | +26.7% |
| 3M | +3.8% | +7.5% | -3.7% | +2.4% |
| 6M | +13.0% | -16.0% | +29.0% | +14.9% |
| YTD | -12.4% | -20.6% | +8.3% | -10.5% |
| 1Y | -10.4% | -23.5% | +13.2% | -7.9% |
| All | +4.9% | -31.8% | +36.8% | +13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling