+54.0%
EFX vs ALC
+24.0%
+30.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.2% | -4.2% | -5.2% |
| 7D | -8.6% | -2.1% | -6.5% | -7.6% |
| 30D | +0.1% | -0.1% | +0.2% | +0.2% |
| 3M | +3.8% | +5.9% | -2.0% | +1.0% |
| 6M | -13.5% | -15.9% | +2.4% | -6.0% |
| YTD | -17.7% | -10.1% | -7.6% | -13.6% |
| 1Y | -25.6% | -10.2% | -15.4% | -22.0% |
| 3Y | -12.1% | -13.6% | +1.5% | -7.6% |
| 5Y | -33.8% | -15.1% | -18.7% | -31.4% |
| All | +54.0% | +24.0% | +30.0% | +28.9% |
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