+146.5%
IEFA vs ALLE
+146.0%
+0.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -0.1% |
| 7D | -0.5% | -2.2% | +1.7% | +0.3% |
| 30D | -1.1% | -8.3% | +7.2% | +2.0% |
| 3M | +5.1% | +16.3% | -11.2% | -1.2% |
| 6M | +9.3% | +1.8% | +7.5% | +7.7% |
| YTD | +13.0% | -3.9% | +16.9% | +13.3% |
| 1Y | +19.2% | -10.0% | +29.2% | +22.3% |
| 3Y | +67.0% | +45.8% | +21.2% | +39.4% |
| 5Y | +51.1% | +13.3% | +37.8% | +36.4% |
| 10Y | +146.5% | +155.3% | -8.8% | +66.8% |
| All | +146.5% | +146.0% | +0.5% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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