+236.1%
EFX vs ALM
+7,705.7%
-7,469.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.5% | -4.9% | -6.4% |
| 7D | -8.6% | -2.6% | -6.0% | -8.6% |
| 30D | +0.1% | +32.0% | -31.9% | +0.1% |
| 3M | +3.8% | -15.0% | +18.9% | +3.9% |
| 6M | -13.5% | -10.1% | -3.4% | -13.5% |
| YTD | -17.7% | +99.4% | -117.1% | -17.7% |
| 1Y | -25.6% | +316.4% | -341.9% | -25.6% |
| 3Y | -12.1% | +2,022.0% | -2,034.1% | -12.3% |
| 5Y | -33.8% | +941.2% | -975.0% | -33.9% |
| 10Y | +45.1% | +2,950.3% | -2,905.2% | +44.9% |
| All | +236.1% | +7,705.7% | -7,469.6% | +235.4% |
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