+140.1%
EFA vs ALLE
+260.9%
-120.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.2% |
| 7D | +0.6% | -0.2% | +0.8% | +0.7% |
| 30D | +0.9% | -6.8% | +7.7% | +3.4% |
| 3M | +4.9% | +21.0% | -16.2% | -3.0% |
| 6M | +8.6% | +1.1% | +7.5% | +7.3% |
| YTD | +14.6% | -0.5% | +15.2% | +13.5% |
| 1Y | +22.6% | -7.3% | +29.9% | +24.5% |
| 3Y | +66.5% | +42.3% | +24.3% | +40.4% |
| 5Y | +54.5% | +13.5% | +41.1% | +39.5% |
| 10Y | +144.8% | +144.0% | +0.7% | +58.2% |
| All | +140.1% | +260.9% | -120.7% | +35.8% |
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