+19.3%
EFA vs ALLE
-11.2%
+30.4%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -0.6% |
| 7D | -0.5% | -2.2% | +1.7% | -0.1% |
| 30D | -1.3% | -8.3% | +7.0% | +0.1% |
| 3M | +5.2% | +16.3% | -11.1% | +1.7% |
| 6M | +9.4% | +1.8% | +7.5% | +8.3% |
| YTD | +12.7% | -3.9% | +16.7% | +11.6% |
| 1Y | +19.3% | -10.0% | +29.3% | +19.6% |
| All | +19.3% | -11.2% | +30.4% | +19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling