-29.4%
EFX vs ACM
+4.8%
-34.2%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.4% |
| 7D | +0.3% | +6.6% | -6.3% | -3.3% |
| 30D | +29.1% | +19.8% | +9.3% | +16.9% |
| 3M | +4.3% | -3.1% | +7.4% | +5.1% |
| 6M | +7.7% | -11.5% | +19.2% | +13.3% |
| YTD | -12.5% | -24.7% | +12.2% | +0.7% |
| 1Y | -8.8% | -45.1% | +36.2% | +25.0% |
| 3Y | +4.3% | -8.9% | +13.2% | -0.8% |
| 5Y | -29.4% | +5.4% | -34.8% | -40.6% |
| All | -29.4% | +4.8% | -34.2% | -40.6% |
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