+365.7%
ALAB vs EFX
-32.6%
+398.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.1% | -3.9% | -6.9% |
| 7D | +3.2% | -7.8% | +11.0% | +3.2% |
| 30D | -13.6% | -5.7% | -7.8% | -13.6% |
| 3M | -16.6% | +2.5% | -19.1% | -17.9% |
| 6M | +142.3% | -16.7% | +159.0% | +151.0% |
| YTD | +73.6% | -20.2% | +93.8% | +81.4% |
| 1Y | +33.7% | -31.4% | +65.0% | +46.0% |
| All | +365.7% | -32.6% | +398.3% | +366.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling