+132.6%
EFA vs ALLE
+339.1%
-206.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.8% | +0.2% | +2.0% |
| 7D | +1.2% | -0.6% | +1.8% | +1.5% |
| 30D | +1.5% | +26.6% | -25.1% | -7.2% |
| 3M | -3.3% | +13.2% | -16.5% | -8.0% |
| 6M | +2.6% | +42.9% | -40.3% | -11.0% |
| YTD | +11.0% | +21.0% | -10.0% | +1.9% |
| 1Y | +15.1% | +15.2% | 0.0% | +7.6% |
| 3Y | +67.6% | +95.6% | -28.0% | +25.0% |
| 5Y | +50.5% | +53.4% | -2.9% | +21.0% |
| 10Y | +144.8% | +221.5% | -76.7% | +42.3% |
| All | +132.6% | +339.1% | -206.5% | +22.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling