-35.2%
EFX vs ACM
+4.8%
-40.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.6% |
| 7D | -7.8% | -0.3% | -7.5% | -7.7% |
| 30D | -5.7% | -12.9% | +7.2% | +0.8% |
| 3M | +2.5% | -6.4% | +8.9% | +5.2% |
| 6M | -16.7% | -29.2% | +12.5% | -0.9% |
| YTD | -20.2% | -29.9% | +9.8% | -4.8% |
| 1Y | -31.4% | -47.3% | +15.9% | -5.2% |
| 3Y | -10.5% | -19.6% | +9.1% | -7.5% |
| 5Y | -35.2% | +5.5% | -40.7% | -42.3% |
| All | -35.2% | +4.8% | -40.0% | -42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling