-13.5%
EFX vs ALM
-9.8%
-3.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.5% | -4.9% | -6.4% |
| 7D | -8.6% | -2.6% | -6.0% | -8.7% |
| 30D | +0.1% | +32.0% | -31.9% | +1.1% |
| 3M | +3.8% | -15.0% | +18.9% | +6.2% |
| 6M | -13.5% | -10.1% | -3.4% | -13.3% |
| All | -13.5% | -9.8% | -3.8% | -13.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling