+74.0%
ALB vs EFV
+169.9%
-95.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.1% | -4.5% | -4.9% |
| 7D | -6.6% | -0.8% | -5.8% | -5.7% |
| 30D | -8.1% | +0.6% | -8.8% | -9.0% |
| 3M | -25.7% | +7.5% | -33.2% | -32.7% |
| 6M | -29.5% | +13.0% | -42.5% | -40.4% |
| YTD | -16.2% | +18.3% | -34.5% | -33.2% |
| 1Y | +59.2% | +26.7% | +32.5% | +16.0% |
| 3Y | -33.7% | +89.6% | -123.3% | -70.4% |
| 5Y | -48.1% | +98.2% | -146.3% | -77.6% |
| All | +74.0% | +169.9% | -95.9% | -45.3% |
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