+8.3%
AA vs IEF
+129.4%
-121.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.2% |
| 7D | -0.7% | -0.3% | -0.4% | -1.1% |
| 30D | +5.0% | -0.8% | +5.8% | +3.7% |
| 3M | -35.8% | -1.0% | -34.9% | -36.9% |
| 6M | -18.4% | -2.8% | -15.6% | -22.4% |
| YTD | -5.5% | -1.5% | -4.0% | -8.1% |
| 1Y | +61.0% | -0.4% | +61.4% | +59.1% |
| 3Y | +66.2% | +9.7% | +56.6% | +90.3% |
| 5Y | +11.4% | -8.3% | +19.7% | -14.8% |
| 10Y | +116.9% | +4.6% | +112.3% | +134.2% |
| All | +8.3% | +129.4% | -121.1% | +513.8% |
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