+257.6%
ALAB vs EFX
-26.1%
+283.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -2.6% |
| 7D | +16.3% | -0.8% | +17.1% | +16.3% |
| 30D | -26.1% | +25.1% | -51.2% | -25.5% |
| 3M | -31.3% | +1.7% | -32.9% | -30.8% |
| 6M | -1.0% | +18.4% | -19.4% | -3.2% |
| YTD | +33.3% | -12.5% | +45.9% | +40.4% |
| 1Y | +53.5% | -8.1% | +61.6% | +58.9% |
| All | +257.6% | -26.1% | +283.8% | +261.2% |
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