+38.6%
ALB vs EFX
+80.5%
-41.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.7% |
| 7D | -5.8% | -0.8% | -5.0% | -5.4% |
| 30D | -4.5% | +25.1% | -29.6% | -14.3% |
| 3M | -28.1% | +1.7% | -29.7% | -29.4% |
| 6M | -53.2% | +18.4% | -71.5% | -58.0% |
| YTD | -33.3% | -12.5% | -20.8% | -32.5% |
| 1Y | -17.4% | -8.1% | -9.3% | -18.6% |
| 3Y | -14.1% | +4.8% | -18.9% | -23.0% |
| 5Y | -64.0% | -30.1% | -33.9% | -61.5% |
| All | +38.6% | +80.5% | -41.9% | -6.1% |
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