| Actual variance | Predicted return | Annualized predicted return | Percent improvement in annualized return | |||
| Efficient frontier | Capital market line | Efficient frontier | Capital market line | Efficient frontier | Capital market line | |
| 0.002153 0.002153 | 0.00536 0.00536 | 0.008063 0.007075 | 27.872% 27.872% | 41.928% 36.790% | 38.797% 38.797% | 52.853% 47.715% |