+254.6%
EFX vs ALM
+3,289.7%
-3,035.2%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.5% | +5.6% | -0.9% |
| 7D | -3.6% | -4.0% | +0.4% | -3.6% |
| 30D | +25.3% | -30.5% | +55.8% | +25.3% |
| 3M | +3.8% | -46.9% | +50.7% | +3.8% |
| 6M | +12.7% | -65.5% | +78.2% | +12.8% |
| YTD | -13.1% | -13.4% | +0.3% | -13.2% |
| 1Y | -9.3% | +9.8% | -19.1% | -9.4% |
| 3Y | +3.5% | +783.1% | -779.6% | +3.4% |
| 5Y | -30.6% | +378.3% | -408.9% | -30.7% |
| 10Y | +80.2% | +1,942.8% | -1,862.7% | +79.9% |
| All | +254.6% | +3,289.7% | -3,035.2% | +254.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling