-10.5%
EFX vs ACM
-19.8%
+9.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.7% |
| 7D | -7.8% | -0.3% | -7.5% | -7.7% |
| 30D | -5.7% | -12.9% | +7.2% | -0.1% |
| 3M | +2.5% | -6.4% | +8.9% | +4.9% |
| 6M | -16.7% | -29.2% | +12.5% | -2.8% |
| YTD | -20.2% | -29.9% | +9.8% | -6.6% |
| 1Y | -31.4% | -47.3% | +15.9% | -8.9% |
| 3Y | -10.5% | -19.6% | +9.1% | -13.7% |
| All | -10.5% | -19.8% | +9.3% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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