+7.9%
AMT vs IEF
+9.9%
-1.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | +0.1% |
| 7D | -0.2% | +0.1% | -0.2% | -0.3% |
| 30D | +1.8% | -0.7% | +2.6% | +3.2% |
| 3M | -6.2% | -0.4% | -5.8% | -5.6% |
| 6M | -5.0% | -2.5% | -2.5% | -0.6% |
| YTD | +2.1% | -1.6% | +3.6% | +5.0% |
| 1Y | -5.7% | -1.3% | -4.4% | -3.5% |
| 3Y | +7.9% | +10.1% | -2.2% | -12.2% |
| All | +7.9% | +9.9% | -1.9% | -12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling