+101.4%
IEFA vs ALC
+17.1%
+84.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | +0.1% |
| 7D | -2.4% | -7.7% | +5.3% | +0.6% |
| 30D | -2.1% | -11.7% | +9.6% | +2.6% |
| 3M | +5.5% | +0.7% | +4.9% | +4.8% |
| 6M | +8.1% | -17.1% | +25.2% | +15.3% |
| YTD | +11.9% | -15.1% | +27.1% | +18.0% |
| 1Y | +18.1% | -14.1% | +32.2% | +23.5% |
| 3Y | +65.5% | -18.2% | +83.6% | +72.6% |
| 5Y | +50.1% | -19.2% | +69.2% | +54.0% |
| All | +101.4% | +17.1% | +84.4% | +68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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