+148.1%
IEFA vs ALLE
+211.7%
-63.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.2% |
| 7D | +2.2% | +3.6% | -1.4% | +0.9% |
| 30D | +1.1% | +25.9% | -24.8% | -7.2% |
| 3M | -4.3% | +15.8% | -20.0% | -9.5% |
| 6M | +1.4% | +48.1% | -46.7% | -13.1% |
| YTD | +10.1% | +22.0% | -11.9% | +0.9% |
| 1Y | +12.9% | +18.0% | -5.1% | +4.7% |
| 3Y | +65.8% | +93.1% | -27.3% | +24.4% |
| 5Y | +47.7% | +52.1% | -4.4% | +19.3% |
| All | +148.1% | +211.7% | -63.5% | +57.2% |
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