-26.4%
ALB vs EFX
-12.5%
-14.0%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.1% | +5.7% | +3.6% |
| 7D | -4.4% | -7.8% | +3.4% | -1.9% |
| 30D | -1.2% | -5.7% | +4.5% | +0.6% |
| 3M | -13.3% | +2.5% | -15.8% | -15.3% |
| 6M | -19.8% | -16.7% | -3.1% | -15.2% |
| YTD | -7.9% | -20.2% | +12.3% | -2.1% |
| 1Y | +60.2% | -31.4% | +91.5% | +83.4% |
| 3Y | -26.4% | -10.5% | -15.9% | -30.1% |
| All | -26.4% | -12.5% | -14.0% | -30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling