+15.2%
AMT vs IEF
+12.0%
+3.2%
-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 | -2.4% | -0.8% | -1.6% | -1.1% |
| 30D | +4.2% | +2.0% | +2.2% | +0.7% |
| 3M | +13.4% | -1.1% | +14.5% | +15.5% |
| 6M | +9.4% | -1.9% | +11.3% | +13.0% |
| YTD | +11.7% | -2.2% | +13.9% | +16.3% |
| 1Y | +7.1% | -2.3% | +9.5% | +11.7% |
| All | +15.2% | +12.0% | +3.2% | -6.4% |
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