-42.5%
ALB vs EFX
-35.1%
-7.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.1% | +5.7% | +3.9% |
| 7D | -4.4% | -7.8% | +3.4% | -1.1% |
| 30D | -1.2% | -5.7% | +4.5% | +1.1% |
| 3M | -13.3% | +2.5% | -15.8% | -16.0% |
| 6M | -19.8% | -16.7% | -3.1% | -14.6% |
| YTD | -7.9% | -20.2% | +12.3% | -1.6% |
| 1Y | +60.2% | -31.4% | +91.5% | +84.9% |
| 3Y | -26.4% | -10.5% | -15.9% | -30.2% |
| 5Y | -42.5% | -35.2% | -7.3% | -32.8% |
| All | -42.5% | -35.1% | -7.5% | -32.8% |
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 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