-32.0%
EFX vs ALC
-10.7%
-21.4%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -0.9% | -0.8% |
| 7D | -2.2% | +2.1% | -4.2% | -3.5% |
| 30D | +29.2% | +17.2% | +12.0% | +17.8% |
| 3M | +3.5% | +4.6% | -1.2% | +0.7% |
| 6M | +7.8% | +20.1% | -12.3% | -3.0% |
| YTD | -12.4% | -4.2% | -8.2% | -11.0% |
| 1Y | -8.2% | +2.1% | -10.3% | -10.5% |
| 3Y | +4.7% | +4.5% | +0.2% | -2.5% |
| 5Y | -32.0% | -12.3% | -19.7% | -29.3% |
| All | -32.0% | -10.7% | -21.4% | -29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling