+100.6%
AMT vs IEF
+4.0%
+96.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -0.9% |
| 7D | -2.7% | -1.2% | -1.5% | -1.9% |
| 30D | +2.0% | -1.5% | +3.5% | +3.0% |
| 3M | -9.3% | -1.7% | -7.6% | -8.3% |
| 6M | -5.2% | -3.5% | -1.7% | -2.9% |
| YTD | +0.5% | -2.6% | +3.1% | +2.3% |
| 1Y | -7.3% | -2.4% | -4.9% | -5.7% |
| 3Y | +6.2% | +8.9% | -2.7% | +2.0% |
| 5Y | -31.2% | -9.2% | -21.9% | -36.4% |
| All | +100.6% | +4.0% | +96.6% | +79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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