+62.4%
EFX vs ALC
+26.4%
+36.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.4% |
| 7D | -3.6% | -6.2% | +2.5% | -0.3% |
| 30D | +25.3% | +14.0% | +11.3% | +17.1% |
| 3M | +3.8% | -2.4% | +6.2% | +5.2% |
| 6M | +12.7% | +12.6% | +0.1% | +6.1% |
| YTD | -13.1% | -8.4% | -4.7% | -9.7% |
| 1Y | -9.3% | -9.1% | -0.2% | -5.4% |
| 3Y | +3.5% | -0.3% | +3.8% | +1.0% |
| 5Y | -30.6% | -9.9% | -20.7% | -30.0% |
| All | +62.4% | +26.4% | +36.1% | +34.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling