+11.0%
EFX vs ACI
+25.9%
-14.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.7% |
| 3M | +3.8% | -19.8% | +23.6% | +6.3% |
| 6M | -13.5% | -24.7% | +11.2% | -10.9% |
| YTD | -17.7% | -24.4% | +6.7% | -15.4% |
| 1Y | -25.6% | -31.5% | +5.9% | -22.7% |
| 3Y | -12.1% | -38.7% | +26.6% | -7.8% |
| 5Y | -33.8% | -42.8% | +9.0% | -31.1% |
| All | +11.0% | +25.9% | -14.8% | +3.0% |
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 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