+217.5%
IEFA vs ALB
+176.1%
+41.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.4% | +4.6% | +1.0% |
| 7D | +0.6% | -8.1% | +8.7% | +2.1% |
| 30D | +1.0% | +6.3% | -5.2% | -0.3% |
| 3M | +4.7% | -23.6% | +28.3% | +9.5% |
| 6M | +8.6% | -24.6% | +33.2% | +12.9% |
| YTD | +14.8% | -10.3% | +25.1% | +14.6% |
| 1Y | +22.6% | +61.5% | -38.8% | +7.6% |
| 3Y | +67.0% | -34.0% | +101.0% | +66.5% |
| 5Y | +52.3% | -44.6% | +96.9% | +50.8% |
| 10Y | +147.3% | +76.1% | +71.2% | +64.3% |
| All | +217.5% | +176.1% | +41.4% | +77.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling