-35.2%
EFX vs ALM
+1,033.0%
-1,068.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +8.8% | -11.9% | -3.1% |
| 7D | -7.8% | +8.4% | -16.3% | -7.9% |
| 30D | -5.7% | +34.8% | -40.6% | -5.9% |
| 3M | +2.5% | +16.2% | -13.7% | +2.4% |
| 6M | -16.7% | +2.1% | -18.8% | -16.7% |
| YTD | -20.2% | +117.0% | -137.2% | -21.2% |
| 1Y | -31.4% | +313.9% | -345.2% | -33.3% |
| 3Y | -10.5% | +2,327.9% | -2,338.4% | -17.2% |
| 5Y | -35.2% | +1,040.6% | -1,075.8% | -40.0% |
| All | -35.2% | +1,033.0% | -1,068.2% | -40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling