-32.5%
EFX vs ALC
-14.0%
-18.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.5% |
| 7D | -9.4% | -5.3% | -4.1% | -6.8% |
| 30D | -6.9% | -7.1% | +0.2% | -3.3% |
| 3M | +0.1% | +0.8% | -0.7% | 0.0% |
| 6M | -17.3% | -16.0% | -1.3% | -9.9% |
| YTD | -21.8% | -12.7% | -9.1% | -17.0% |
| 1Y | -32.5% | -12.8% | -19.7% | -28.1% |
| All | -32.5% | -14.0% | -18.6% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling