-7.3%
AMT vs IEF
-2.3%
-4.9%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -0.5% |
| 7D | -2.7% | -1.2% | -1.5% | -1.4% |
| 30D | +2.0% | -1.5% | +3.5% | +3.7% |
| 3M | -9.3% | -1.7% | -7.6% | -7.7% |
| 6M | -5.2% | -3.5% | -1.7% | +0.1% |
| YTD | +0.5% | -2.6% | +3.1% | +5.1% |
| 1Y | -7.3% | -2.4% | -4.9% | -3.1% |
| All | -7.3% | -2.3% | -4.9% | -3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling