+144.6%
IEFA vs ALM
+2,589.2%
-2,444.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.5% | +7.5% | +1.2% |
| 7D | -1.6% | -11.8% | +10.3% | -1.2% |
| 30D | -1.5% | +7.8% | -9.3% | -1.8% |
| 3M | +3.4% | -9.3% | +12.7% | +3.4% |
| 6M | +9.5% | -30.5% | +40.0% | +9.9% |
| YTD | +13.0% | +75.8% | -62.8% | +10.9% |
| 1Y | +18.0% | +241.2% | -223.2% | +13.7% |
| 3Y | +65.4% | +1,872.6% | -1,807.3% | +51.5% |
| 5Y | +51.6% | +849.6% | -798.0% | +40.0% |
| All | +144.6% | +2,589.2% | -2,444.7% | +122.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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