+41.6%
AA vs IEF
+7.3%
+34.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.9% |
| 7D | +0.5% | -2.0% | +2.5% | -1.3% |
| 30D | -0.6% | +0.7% | -1.3% | +0.1% |
| 3M | -19.7% | -2.5% | -17.2% | -21.5% |
| 6M | -41.6% | -2.6% | -39.0% | -43.1% |
| YTD | -24.6% | -3.2% | -21.4% | -27.1% |
| 1Y | +4.9% | -3.0% | +7.9% | +1.6% |
| 3Y | +66.8% | +10.5% | +56.3% | +86.8% |
| 5Y | -19.4% | -8.2% | -11.3% | -46.3% |
| All | +41.6% | +7.3% | +34.2% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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