+257.6%
ALAB vs IEFA
+44.0%
+213.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.8% | -2.9% |
| 7D | +16.3% | +2.2% | +14.1% | +11.8% |
| 30D | -26.1% | +1.1% | -27.2% | -26.5% |
| 3M | -31.3% | -4.3% | -27.0% | -23.6% |
| 6M | -1.0% | +1.4% | -2.4% | +1.5% |
| YTD | +33.3% | +10.1% | +23.3% | +18.2% |
| 1Y | +53.5% | +12.9% | +40.7% | +30.4% |
| All | +257.6% | +44.0% | +213.6% | +93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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