+427.5%
EFX vs ACM
+230.8%
+196.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.4% | -6.0% | -6.2% |
| 7D | -8.6% | -3.7% | -4.9% | -7.4% |
| 30D | +0.1% | -11.1% | +11.2% | +4.0% |
| 3M | +3.8% | -8.0% | +11.8% | +6.5% |
| 6M | -13.5% | -29.7% | +16.1% | -2.8% |
| YTD | -17.7% | -29.4% | +11.7% | -7.6% |
| 1Y | -25.6% | -46.4% | +20.9% | -8.5% |
| 3Y | -12.1% | -22.3% | +10.3% | -5.8% |
| 5Y | -33.8% | +4.5% | -38.3% | -35.9% |
| 10Y | +45.1% | +127.6% | -82.5% | +1.6% |
| All | +427.5% | +230.8% | +196.7% | +185.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling