+2,152.2%
ALB vs EFX
+4,265.4%
-2,113.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -16.6% |
| 3M | -27.4% | +4.3% | -31.7% | -29.5% |
| 6M | -53.1% | +7.7% | -60.8% | -55.9% |
| YTD | -32.3% | -12.5% | -19.9% | -31.9% |
| 1Y | -7.3% | -8.8% | +1.5% | -8.6% |
| 3Y | -14.9% | +4.3% | -19.3% | -22.1% |
| 5Y | -62.0% | -29.4% | -32.6% | -59.4% |
| 10Y | +33.0% | +78.1% | -45.1% | -7.4% |
| All | +2,152.2% | +4,265.4% | -2,113.2% | +646.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling