+65.2%
IEFA vs ALB
-29.2%
+94.5%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.8% | -0.7% |
| 7D | -0.5% | -8.6% | +8.1% | +0.5% |
| 30D | -1.1% | -4.0% | +2.9% | -0.8% |
| 3M | +5.1% | -17.4% | +22.5% | +7.1% |
| 6M | +9.3% | -25.4% | +34.7% | +12.1% |
| YTD | +13.0% | -10.5% | +23.5% | +12.9% |
| 1Y | +19.2% | +75.8% | -56.7% | +8.8% |
| All | +65.2% | -29.2% | +94.5% | +64.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling