-8.1%
EFX vs ALC
-6.0%
-2.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.5% | -1.2% |
| 7D | -0.8% | -1.1% | +0.3% | -0.2% |
| 30D | +25.1% | +16.0% | +9.1% | +14.8% |
| 3M | +1.7% | +0.8% | +0.8% | +0.3% |
| 6M | +18.4% | +16.8% | +1.5% | +9.5% |
| YTD | -12.5% | -5.5% | -7.0% | -11.7% |
| 1Y | -8.1% | -5.3% | -2.8% | -7.4% |
| All | -8.1% | -6.0% | -2.1% | -7.4% |
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