+248.5%
ALAB vs EFX
-26.1%
+274.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.3% | -0.3% |
| 7D | -7.5% | +0.3% | -7.7% | -7.4% |
| 30D | -36.8% | +29.1% | -65.9% | -36.3% |
| 3M | -31.9% | +4.3% | -36.1% | -31.4% |
| 6M | +8.2% | +7.7% | +0.5% | +8.2% |
| YTD | +29.9% | -12.5% | +42.4% | +36.8% |
| 1Y | +24.4% | -8.8% | +33.3% | +29.2% |
| All | +248.5% | -26.1% | +274.6% | +252.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling