+12.4%
AA vs IEF
-8.6%
+21.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -0.6% | -0.3% | -0.3% | -0.6% |
| 30D | -1.6% | -0.6% | -1.0% | -1.4% |
| 3M | -29.8% | -1.0% | -28.8% | -29.6% |
| 6M | -16.6% | -3.1% | -13.6% | -16.2% |
| YTD | -4.0% | -1.9% | -2.2% | -3.7% |
| 1Y | +63.5% | -1.4% | +64.9% | +63.9% |
| 3Y | +86.8% | +9.8% | +77.0% | +82.9% |
| 5Y | +12.4% | -8.8% | +21.2% | -12.3% |
| All | +12.4% | -8.6% | +21.0% | -12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling