+142.4%
EFA vs ALLE
+148.2%
-5.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.3% |
| 7D | +1.2% | +2.8% | -1.6% | +0.2% |
| 30D | -0.7% | -7.6% | +6.9% | +2.1% |
| 3M | +6.4% | +22.8% | -16.4% | -2.0% |
| 6M | +11.4% | +4.6% | +6.8% | +8.7% |
| YTD | +14.0% | -1.2% | +15.2% | +13.2% |
| 1Y | +20.2% | -9.1% | +29.3% | +23.0% |
| 3Y | +68.2% | +50.0% | +18.2% | +39.0% |
| 5Y | +54.8% | +15.2% | +39.6% | +39.0% |
| 10Y | +142.4% | +151.1% | -8.7% | +65.2% |
| All | +142.4% | +148.2% | -5.9% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling