-43.0%
ACN vs IEFA
+65.6%
-108.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.3% |
| 7D | -6.3% | -0.5% | -5.9% | -6.1% |
| 30D | -1.4% | -1.1% | -0.3% | -0.9% |
| 3M | +2.6% | +5.1% | -2.5% | -0.1% |
| 6M | -14.3% | +9.3% | -23.6% | -18.8% |
| YTD | -33.1% | +13.0% | -46.1% | -38.2% |
| 1Y | -28.8% | +19.2% | -48.0% | -36.6% |
| All | -43.0% | +65.6% | -108.6% | -60.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling