+87.3%
ALB vs EFX
+38.5%
+48.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.8% | -1.9% |
| 7D | -8.6% | -9.4% | +0.8% | -4.6% |
| 30D | -4.0% | -6.9% | +2.8% | -1.2% |
| 3M | -17.4% | +0.1% | -17.5% | -19.1% |
| 6M | -25.4% | -17.3% | -8.0% | -20.6% |
| YTD | -10.5% | -21.8% | +11.3% | -4.0% |
| 1Y | +75.8% | -32.5% | +108.4% | +101.9% |
| 3Y | -28.5% | -12.3% | -16.2% | -29.8% |
| 5Y | -45.1% | -36.6% | -8.5% | -38.1% |
| 10Y | +87.3% | +41.0% | +46.3% | +44.8% |
| All | +87.3% | +38.5% | +48.8% | +44.8% |
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