Software of any nature that has the primary function of gathering data about an end-user. Data gathered maybe personal or in aggregate only.
Official
Description:
Alexa web search -- a new kind of search engine. With traffic rankings, user reviews and other information about sites, Alexa is a web site discovery tool. Features an Amazon shopping button on the product and anonymously aggregates surfing information. Provides clear EULA as well as opt-out instructions.
Alexa web search combines the Google search engine with Alexa's comprehensive site information and puts it all inside an Amazon.com interface.
Comment:
Used to transmit a identification ID, however, Alexa no longer does this. Has a very clear EULA but user's should understand that their surfing habits will be anonymously aggregated.
Note- There have been reports that secure URLs can be sent when using the "Related Site Function" due to a security flaw in Internet Explorer.