+148.2%
IEFA vs ALLE
+212.2%
-64.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.6% | 0.0% |
| 7D | -1.1% | -0.8% | -0.2% | -0.8% |
| 30D | +1.3% | +27.4% | -26.1% | -7.4% |
| 3M | -3.2% | +13.8% | -17.0% | -7.9% |
| 6M | +2.0% | +45.5% | -43.5% | -12.0% |
| YTD | +10.7% | +21.4% | -10.7% | +1.6% |
| 1Y | +13.0% | +15.4% | -2.4% | +5.7% |
| 3Y | +67.1% | +91.7% | -24.6% | +25.7% |
| 5Y | +49.4% | +54.5% | -5.1% | +19.9% |
| 10Y | +148.2% | +210.5% | -62.4% | +58.2% |
| All | +148.2% | +212.2% | -64.0% | +58.2% |
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