+384.5%
ALAB vs EFX
-34.0%
+418.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.1% | +6.1% | +4.1% |
| 7D | +9.6% | -9.4% | +19.0% | +9.6% |
| 30D | -5.3% | -6.9% | +1.6% | -5.3% |
| 3M | -12.0% | +0.1% | -12.2% | -13.3% |
| 6M | +145.7% | -17.3% | +163.0% | +153.6% |
| YTD | +80.7% | -21.8% | +102.5% | +88.8% |
| 1Y | +40.1% | -32.5% | +72.7% | +52.8% |
| All | +384.5% | -34.0% | +418.5% | +385.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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