+93.1%
ACN vs IEFA
+148.3%
-55.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.0% | +2.4% | +2.5% |
| 7D | -1.5% | -1.6% | +0.1% | -0.1% |
| 30D | +2.1% | -1.5% | +3.6% | +3.5% |
| 3M | +11.1% | +3.4% | +7.7% | +7.2% |
| 6M | -6.8% | +9.5% | -16.3% | -15.7% |
| YTD | -30.0% | +13.0% | -43.1% | -38.8% |
| 1Y | -23.1% | +18.0% | -41.1% | -35.5% |
| 3Y | -40.4% | +65.4% | -105.8% | -64.7% |
| 5Y | -41.6% | +51.6% | -93.1% | -62.1% |
| All | +93.1% | +148.3% | -55.3% | -16.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling