+38.6%
ALB vs EFV
+163.3%
-124.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.9% |
| 7D | -5.8% | +2.5% | -8.3% | -8.9% |
| 30D | -4.5% | +2.9% | -7.5% | -8.4% |
| 3M | -28.1% | -1.4% | -26.6% | -26.9% |
| 6M | -53.2% | +5.5% | -58.7% | -56.5% |
| YTD | -33.3% | +16.1% | -49.4% | -45.5% |
| 1Y | -17.4% | +20.3% | -37.7% | -35.7% |
| 3Y | -14.1% | +90.4% | -104.6% | -62.0% |
| 5Y | -64.0% | +93.5% | -157.5% | -84.0% |
| All | +38.6% | +163.3% | -124.7% | -53.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling