  Nanoscale machines are strongly influenced by thermal fluctuations, contrary
to their macroscopic counterparts. As a consequence, even the efficiency of
such microscopic machines becomes a fluctuating random variable. Using
geometric properties and the fluctuation theorem for the total entropy
production, a `universal theory of efficiency fluctuations' at long times, for
machines with a finite state space, was developed in [Verley \textit{et al.},
Nat.~Commun.~\textbf{5}, 4721 (2014); Phys.~Rev.~E~\textbf{90}, 052145 (2014)].
We extend this theory to machines with an arbitrary state space. Thereby, we
work out more detailed prerequisites for the `universal features' and explain
under which circumstances deviations can occur. We also illustrate our findings
with exact results for two non-trivial models of colloidal engines.
