+48.0%
IEFA vs ALC
-9.1%
+57.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | -1.0% |
| 7D | +2.2% | -1.1% | +3.3% | +2.6% |
| 30D | +1.1% | +16.0% | -15.0% | -4.2% |
| 3M | -4.3% | +0.8% | -5.1% | -4.8% |
| 6M | +1.4% | +16.8% | -15.5% | -4.8% |
| YTD | +10.1% | -5.5% | +15.6% | +11.2% |
| 1Y | +12.9% | -5.3% | +18.1% | +13.8% |
| 3Y | +65.8% | +4.1% | +61.7% | +56.1% |
| All | +48.0% | -9.1% | +57.1% | +42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling