+24.5%
ALAB vs EFV
+25.8%
-1.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.1% | -7.6% | -9.3% |
| 7D | -24.9% | +2.9% | -27.8% | -28.4% |
| 30D | -38.4% | +3.6% | -42.0% | -41.8% |
| 3M | -38.3% | -0.1% | -38.1% | -38.1% |
| 6M | +10.9% | +9.6% | +1.3% | -1.3% |
| YTD | +34.2% | +17.0% | +17.2% | +10.5% |
| 1Y | +24.5% | +25.7% | -1.1% | -3.4% |
| All | +24.5% | +25.8% | -1.3% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling