+54.8%
EFA vs ALB
-43.6%
+98.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -0.9% |
| 7D | +1.2% | -4.4% | +5.6% | +1.8% |
| 30D | -0.7% | -1.2% | +0.4% | -0.7% |
| 3M | +6.4% | -13.3% | +19.7% | +8.2% |
| 6M | +11.4% | -19.8% | +31.1% | +13.7% |
| YTD | +14.0% | -7.9% | +21.9% | +13.4% |
| 1Y | +20.2% | +60.2% | -39.9% | +8.8% |
| 3Y | +68.2% | -26.4% | +94.6% | +65.8% |
| 5Y | +54.8% | -42.5% | +97.3% | +52.8% |
| All | +54.8% | -43.6% | +98.4% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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