+117.1%
AA vs IEF
+4.0%
+113.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.8% | -4.0% | -5.5% |
| 7D | -5.4% | -1.2% | -4.2% | -6.5% |
| 30D | -10.7% | -1.5% | -9.2% | -12.0% |
| 3M | -26.2% | -1.7% | -24.5% | -27.4% |
| 6M | -20.9% | -3.5% | -17.4% | -23.9% |
| YTD | -8.6% | -2.6% | -6.0% | -11.2% |
| 1Y | +57.4% | -2.4% | +59.8% | +53.3% |
| 3Y | +77.8% | +8.9% | +68.9% | +94.3% |
| 5Y | +2.7% | -9.2% | +11.9% | -35.0% |
| All | +117.1% | +4.0% | +113.2% | +107.1% |
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