+65.2%
EFA vs ALLE
+94.0%
-28.8%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.9% | -0.1% |
| 7D | +2.2% | +3.6% | -1.3% | +1.4% |
| 30D | +1.4% | +25.9% | -24.5% | -4.1% |
| 3M | -4.2% | +15.8% | -19.9% | -7.5% |
| 6M | +1.9% | +48.1% | -46.2% | -8.1% |
| YTD | +10.2% | +22.0% | -11.8% | +4.1% |
| 1Y | +12.8% | +18.0% | -5.3% | +7.5% |
| 3Y | +65.2% | +93.1% | -27.9% | +36.1% |
| All | +65.2% | +94.0% | -28.8% | +36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling