+72.3%
AA vs IEF
+12.0%
+60.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.7% | +2.7% |
| 7D | +1.1% | -0.8% | +1.9% | +1.5% |
| 30D | -1.3% | +2.0% | -3.3% | -2.2% |
| 3M | -23.9% | -1.1% | -22.9% | -23.5% |
| 6M | -36.8% | -1.9% | -34.9% | -36.2% |
| YTD | -22.2% | -2.2% | -19.9% | -21.6% |
| 1Y | +10.4% | -2.3% | +12.7% | +11.3% |
| All | +72.3% | +12.0% | +60.3% | +56.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling