+79.7%
EFX vs ALM
+2,100.8%
-2,021.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.7% | -7.0% | +0.7% |
| 7D | -0.8% | +1.2% | -2.0% | -0.8% |
| 30D | +25.1% | -19.3% | +44.4% | +25.2% |
| 3M | +1.7% | -40.6% | +42.3% | +1.9% |
| 6M | +18.4% | -57.9% | +76.3% | +18.9% |
| YTD | -12.5% | -6.7% | -5.8% | -12.9% |
| 1Y | -8.1% | +20.2% | -28.3% | -8.8% |
| 3Y | +4.8% | +879.4% | -874.7% | +1.0% |
| 5Y | -30.1% | +415.3% | -445.4% | -32.5% |
| All | +79.7% | +2,100.8% | -2,021.1% | +70.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling