+177.3%
IEFA vs ALM
+7,705.7%
-7,528.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.1% |
| 7D | +0.6% | -2.6% | +3.2% | +0.6% |
| 30D | +1.0% | +32.0% | -31.0% | +1.0% |
| 3M | +4.7% | -15.0% | +19.8% | +4.7% |
| 6M | +8.6% | -10.1% | +18.7% | +8.6% |
| YTD | +14.8% | +99.4% | -84.6% | +14.6% |
| 1Y | +22.6% | +316.4% | -293.7% | +22.2% |
| 3Y | +67.0% | +2,022.0% | -1,955.0% | +65.9% |
| 5Y | +52.3% | +941.2% | -888.9% | +51.4% |
| 10Y | +147.3% | +2,950.3% | -2,803.0% | +145.5% |
| All | +177.3% | +7,705.7% | -7,528.4% | +174.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling