-62.0%
ALB vs EFX
-31.6%
-30.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.1% | -4.2% | -4.2% |
| 7D | +5.3% | +0.3% | +5.0% | +5.2% |
| 30D | -6.3% | +29.1% | -35.4% | -16.5% |
| 3M | -27.4% | +4.3% | -31.7% | -29.4% |
| 6M | -53.1% | +7.7% | -60.8% | -55.8% |
| YTD | -32.3% | -12.5% | -19.9% | -31.0% |
| 1Y | -7.3% | -8.8% | +1.5% | -7.9% |
| 3Y | -14.9% | +4.3% | -19.3% | -25.6% |
| 5Y | -62.0% | -29.4% | -32.6% | -59.5% |
| All | -62.0% | -31.6% | -30.4% | -59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling