+147.8%
IEFA vs ALLE
+260.9%
-113.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.2% |
| 7D | +0.6% | -0.2% | +0.8% | +0.7% |
| 30D | +1.0% | -6.8% | +7.8% | +3.6% |
| 3M | +4.7% | +21.0% | -16.3% | -3.1% |
| 6M | +8.6% | +1.1% | +7.5% | +7.3% |
| YTD | +14.8% | -0.5% | +15.4% | +13.7% |
| 1Y | +22.6% | -7.3% | +29.9% | +24.4% |
| 3Y | +67.0% | +42.3% | +24.8% | +40.9% |
| 5Y | +52.3% | +13.5% | +38.8% | +37.5% |
| 10Y | +147.3% | +144.0% | +3.3% | +60.3% |
| All | +147.8% | +260.9% | -113.1% | +40.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling