+25.7%
AGG vs IEFA
+209.0%
-183.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.6% |
| 7D | -0.9% | -2.4% | +1.5% | -0.8% |
| 30D | -1.0% | -2.1% | +1.1% | -0.9% |
| 3M | -1.3% | +5.5% | -6.8% | -1.5% |
| 6M | -2.1% | +8.1% | -10.2% | -2.4% |
| YTD | -1.2% | +11.9% | -13.1% | -1.7% |
| 1Y | -0.5% | +18.1% | -18.6% | -1.2% |
| 3Y | +12.4% | +65.5% | -53.0% | +10.1% |
| 5Y | -2.4% | +50.1% | -52.5% | -4.6% |
| 10Y | +14.3% | +144.2% | -129.9% | +11.2% |
| All | +25.7% | +209.0% | -183.3% | +22.7% |
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