-10.9%
AA vs IEF
+127.6%
-138.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.7% | +2.5% |
| 7D | +1.1% | -0.8% | +1.9% | -0.1% |
| 30D | -1.3% | +2.0% | -3.3% | +1.9% |
| 3M | -23.9% | -1.1% | -22.9% | -25.3% |
| 6M | -36.8% | -1.9% | -34.9% | -39.0% |
| YTD | -22.2% | -2.2% | -19.9% | -25.3% |
| 1Y | +10.4% | -2.3% | +12.7% | +5.6% |
| 3Y | +72.0% | +11.6% | +60.4% | +104.1% |
| 5Y | -15.6% | -7.1% | -8.6% | -33.4% |
| 10Y | +47.8% | +7.8% | +40.0% | +69.2% |
| All | -10.9% | +127.6% | -138.5% | +398.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling