+69.5%
IEFA vs ALLE
+50.9%
+18.6%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.1% |
| 7D | +0.6% | -0.2% | +0.8% | +0.6% |
| 30D | +1.0% | -6.8% | +7.8% | +2.8% |
| 3M | +4.7% | +21.0% | -16.3% | -1.0% |
| 6M | +8.6% | +1.1% | +7.5% | +7.8% |
| YTD | +14.8% | -0.5% | +15.4% | +14.0% |
| 1Y | +22.6% | -7.3% | +29.9% | +24.2% |
| All | +69.5% | +50.9% | +18.6% | +43.8% |
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 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