+68.8%
IEFA vs ALLE
+49.7%
+19.1%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | +1.2% | +2.8% | -1.6% | +0.4% |
| 30D | -0.6% | -7.6% | +7.0% | +1.4% |
| 3M | +6.2% | +22.8% | -16.6% | 0.0% |
| 6M | +11.2% | +4.6% | +6.6% | +9.3% |
| YTD | +14.2% | -1.2% | +15.4% | +13.5% |
| 1Y | +20.0% | -9.1% | +29.2% | +22.3% |
| 3Y | +68.8% | +50.0% | +18.8% | +43.9% |
| All | +68.8% | +49.7% | +19.1% | +43.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling