-32.5%
EFX vs ALM
+312.4%
-344.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +2.1% | -2.2% |
| 7D | -9.4% | +3.6% | -13.0% | -9.3% |
| 30D | -6.9% | +33.8% | -40.7% | -6.0% |
| 3M | +0.1% | +14.8% | -14.7% | +1.0% |
| 6M | -17.3% | -7.0% | -10.4% | -16.7% |
| YTD | -21.8% | +108.1% | -129.9% | -19.6% |
| 1Y | -32.5% | +313.8% | -346.3% | -33.7% |
| All | -32.5% | +312.4% | -344.9% | -33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling