+17.2%
EFX vs ACI
+33.9%
-16.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.1% |
| 7D | -3.6% | -0.5% | -3.2% | -3.6% |
| 30D | +25.3% | +4.9% | +20.4% | +24.5% |
| 3M | +3.8% | +11.1% | -7.3% | +2.3% |
| 6M | +12.7% | -14.9% | +27.6% | +14.3% |
| YTD | -13.1% | -19.6% | +6.5% | -11.5% |
| 1Y | -9.3% | -22.7% | +13.4% | -7.2% |
| 3Y | +3.5% | -31.2% | +34.8% | +7.0% |
| 5Y | -30.6% | -42.3% | +11.7% | -28.0% |
| All | +17.2% | +33.9% | -16.7% | +7.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling