+38.9%
EFX vs ALM
+2,776.7%
-2,737.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.6% | +9.6% | 0.0% |
| 7D | -11.1% | -7.1% | -4.0% | -11.1% |
| 30D | -7.4% | +24.7% | -32.1% | -7.5% |
| 3M | +1.5% | +8.3% | -6.8% | +1.3% |
| 6M | -13.7% | -22.2% | +8.5% | -13.6% |
| YTD | -21.9% | +88.1% | -109.9% | -22.5% |
| 1Y | -30.8% | +272.4% | -303.1% | -32.0% |
| 3Y | -12.4% | +2,004.1% | -2,016.5% | -16.1% |
| 5Y | -35.9% | +915.8% | -951.7% | -38.4% |
| All | +38.9% | +2,776.7% | -2,737.9% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ALM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling