+4.3%
EFX vs ALM
+830.0%
-825.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.2% | +7.2% | -0.1% |
| 7D | +0.3% | -6.3% | +6.6% | +0.3% |
| 30D | +29.1% | -31.4% | +60.5% | +29.2% |
| 3M | +4.3% | -40.6% | +44.9% | +4.3% |
| 6M | +7.7% | -58.6% | +66.4% | +8.2% |
| YTD | -12.5% | -7.6% | -4.9% | -13.1% |
| 1Y | -8.8% | +13.8% | -22.7% | -10.0% |
| 3Y | +4.3% | +842.1% | -837.8% | -0.5% |
| All | +4.3% | +830.0% | -825.7% | -0.5% |
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