+248.5%
ALAB vs EFV
+69.3%
+179.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.3% |
| 7D | -7.5% | +2.1% | -9.6% | -10.0% |
| 30D | -36.8% | +3.1% | -39.9% | -39.3% |
| 3M | -31.9% | -1.3% | -30.5% | -30.1% |
| 6M | +8.2% | +6.0% | +2.2% | +1.0% |
| YTD | +29.9% | +15.8% | +14.1% | +6.7% |
| 1Y | +24.4% | +21.1% | +3.3% | -4.1% |
| All | +248.5% | +69.3% | +179.2% | +74.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling