+2,885.9%
ALB vs EFX
+4,006.1%
-1,120.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.4% | +1.9% | -1.8% |
| 7D | -8.1% | -8.6% | +0.6% | -4.5% |
| 30D | +6.3% | +0.1% | +6.2% | +6.0% |
| 3M | -23.6% | +3.8% | -27.4% | -26.1% |
| 6M | -24.6% | -13.5% | -11.1% | -21.8% |
| YTD | -10.3% | -17.7% | +7.4% | -6.5% |
| 1Y | +61.5% | -25.6% | +87.0% | +74.8% |
| 3Y | -34.0% | -12.1% | -21.9% | -34.3% |
| 5Y | -44.6% | -33.8% | -10.8% | -38.5% |
| 10Y | +76.1% | +45.1% | +30.9% | +34.7% |
| All | +2,885.9% | +4,006.1% | -1,120.2% | +925.8% |
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 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