+246.3%
ACN vs IEFA
+215.2%
+31.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -3.6% |
| 7D | -4.8% | +1.2% | -6.0% | -5.7% |
| 30D | +1.9% | -0.6% | +2.5% | +2.4% |
| 3M | +3.9% | +6.2% | -2.3% | -2.1% |
| 6M | -15.0% | +11.2% | -26.2% | -23.9% |
| YTD | -31.9% | +14.2% | -46.1% | -40.7% |
| 1Y | -28.5% | +20.0% | -48.5% | -40.5% |
| 3Y | -41.9% | +68.8% | -110.7% | -65.3% |
| 5Y | -42.9% | +52.7% | -95.5% | -62.4% |
| 10Y | +88.7% | +144.2% | -55.5% | -18.4% |
| All | +246.3% | +215.2% | +31.1% | +14.1% |
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 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