+57.4%
AA vs IEF
-2.3%
+59.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.8% | -4.0% | -3.6% |
| 7D | -5.4% | -1.2% | -4.2% | -3.7% |
| 30D | -10.7% | -1.5% | -9.2% | -8.7% |
| 3M | -26.2% | -1.7% | -24.5% | -24.2% |
| 6M | -20.9% | -3.5% | -17.4% | -19.0% |
| YTD | -8.6% | -2.6% | -6.0% | -6.9% |
| 1Y | +57.4% | -2.4% | +59.8% | +62.9% |
| All | +57.4% | -2.3% | +59.7% | +62.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling