+61.5%
ALB vs EFX
-25.2%
+86.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.4% | +1.9% | -4.8% |
| 7D | -8.1% | -8.6% | +0.6% | -8.5% |
| 30D | +6.3% | +0.1% | +6.2% | +6.5% |
| 3M | -23.6% | +3.8% | -27.4% | -23.1% |
| 6M | -24.6% | -13.5% | -11.1% | -24.6% |
| YTD | -10.3% | -17.7% | +7.4% | -10.1% |
| 1Y | +61.5% | -25.6% | +87.0% | +60.4% |
| All | +61.5% | -25.2% | +86.7% | +60.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling