+591.0%
ALB vs EFV
+247.9%
+343.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.0% |
| 7D | -3.6% | +0.7% | -4.3% | -4.4% |
| 30D | -2.9% | +2.0% | -4.9% | -5.1% |
| 3M | -25.8% | -1.6% | -24.2% | -24.6% |
| 6M | -53.6% | +5.8% | -59.3% | -56.3% |
| YTD | -32.4% | +15.6% | -48.0% | -42.2% |
| 1Y | -13.0% | +19.0% | -32.0% | -28.0% |
| 3Y | -15.0% | +90.7% | -105.7% | -55.9% |
| 5Y | -63.5% | +92.8% | -156.3% | -80.8% |
| 10Y | +34.7% | +160.5% | -125.8% | -46.1% |
| All | +591.0% | +247.9% | +343.1% | +119.8% |
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 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