-10.5%
EFX vs ALM
+2,327.9%
-2,338.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +8.8% | -11.9% | -3.0% |
| 7D | -7.8% | +8.4% | -16.3% | -7.8% |
| 30D | -5.7% | +34.8% | -40.6% | -5.7% |
| 3M | +2.5% | +16.2% | -13.7% | +2.7% |
| 6M | -16.7% | +2.1% | -18.8% | -16.5% |
| YTD | -20.2% | +117.0% | -137.2% | -20.5% |
| 1Y | -31.4% | +313.9% | -345.2% | -32.5% |
| 3Y | -10.5% | +2,327.9% | -2,338.4% | -13.0% |
| All | -10.5% | +2,327.9% | -2,338.4% | -13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling