-17.4%
ALB vs EFX
-7.6%
-9.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.4% |
| 7D | -5.8% | -0.8% | -5.0% | -5.8% |
| 30D | -4.5% | +25.1% | -29.6% | -3.8% |
| 3M | -28.1% | +1.7% | -29.7% | -28.3% |
| 6M | -53.2% | +18.4% | -71.5% | -52.7% |
| YTD | -33.3% | -12.5% | -20.8% | -34.9% |
| 1Y | -17.4% | -8.1% | -9.3% | -21.5% |
| All | -17.4% | -7.6% | -9.8% | -21.5% |
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