+257.3%
EFX vs ALM
+3,516.3%
-3,259.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +29.1% |
| 3M | +4.3% | -40.6% | +44.9% | +4.3% |
| 6M | +7.7% | -58.6% | +66.4% | +7.8% |
| YTD | -12.5% | -7.6% | -4.9% | -12.5% |
| 1Y | -8.8% | +13.8% | -22.7% | -8.9% |
| 3Y | +4.3% | +842.1% | -837.8% | +4.2% |
| 5Y | -29.4% | +407.4% | -436.8% | -29.5% |
| 10Y | +78.1% | +2,079.4% | -2,001.3% | +77.8% |
| All | +257.3% | +3,516.3% | -3,259.0% | +256.7% |
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