-30.0%
EFX vs ACI
-42.6%
+12.6%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.3% |
| 7D | -2.0% | -5.3% | +3.3% | -1.0% |
| 30D | +27.9% | +5.0% | +22.8% | +26.9% |
| 3M | +3.8% | +7.5% | -3.7% | +2.6% |
| 6M | +13.0% | -16.0% | +29.0% | +15.1% |
| YTD | -12.4% | -20.6% | +8.3% | -10.3% |
| 1Y | -10.4% | -23.5% | +13.2% | -7.7% |
| 3Y | +4.4% | -32.1% | +36.6% | +9.0% |
| All | -30.0% | -42.6% | +12.6% | -28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling