+142.2%
IEFA vs ALB
+84.6%
+57.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | -0.4% |
| 7D | -2.4% | -7.6% | +5.2% | -1.1% |
| 30D | -2.1% | -5.6% | +3.5% | -1.3% |
| 3M | +5.5% | -16.8% | +22.4% | +8.5% |
| 6M | +8.1% | -26.3% | +34.4% | +12.6% |
| YTD | +11.9% | -13.2% | +25.2% | +12.4% |
| 1Y | +18.1% | +68.8% | -50.7% | +3.7% |
| 3Y | +65.5% | -30.7% | +96.1% | +63.3% |
| 5Y | +50.1% | -46.3% | +96.3% | +49.8% |
| All | +142.2% | +84.6% | +57.5% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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