+816.9%
ALB vs EFV
+258.8%
+558.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.3% | -4.3% |
| 7D | -8.1% | +1.5% | -9.6% | -9.6% |
| 30D | +6.3% | +1.7% | +4.5% | +4.3% |
| 3M | -23.6% | +8.6% | -32.2% | -30.1% |
| 6M | -24.6% | +11.7% | -36.3% | -33.3% |
| YTD | -10.3% | +19.3% | -29.5% | -25.8% |
| 1Y | +61.5% | +30.2% | +31.3% | +21.8% |
| 3Y | -34.0% | +91.6% | -125.6% | -65.8% |
| 5Y | -44.6% | +96.4% | -141.0% | -71.5% |
| 10Y | +76.1% | +166.5% | -90.4% | -31.2% |
| All | +816.9% | +258.8% | +558.1% | +182.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling