+10.7%
AAL vs IEFA
+215.2%
-204.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -0.9% |
| 7D | -0.3% | +1.2% | -1.5% | -1.9% |
| 30D | -19.0% | -0.6% | -18.4% | -18.3% |
| 3M | -5.1% | +6.2% | -11.3% | -12.3% |
| 6M | +15.5% | +11.2% | +4.3% | +0.6% |
| YTD | -15.8% | +14.2% | -30.0% | -29.3% |
| 1Y | -0.3% | +20.0% | -20.3% | -21.9% |
| 3Y | -7.7% | +68.8% | -76.4% | -54.3% |
| 5Y | -32.5% | +52.7% | -85.2% | -60.6% |
| 10Y | -66.0% | +144.2% | -210.2% | -88.1% |
| All | +10.7% | +215.2% | -204.5% | -68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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