-30.9%
AMT vs IEF
-8.6%
-22.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | +0.2% |
| 7D | +1.5% | -0.3% | +1.8% | +1.8% |
| 30D | +3.7% | -0.6% | +4.3% | +4.4% |
| 3M | -7.2% | -1.0% | -6.2% | -6.2% |
| 6M | -4.2% | -3.1% | -1.1% | -0.6% |
| YTD | +1.9% | -1.9% | +3.8% | +4.2% |
| 1Y | -6.4% | -1.4% | -5.0% | -4.8% |
| 3Y | +7.7% | +9.8% | -2.0% | -2.0% |
| 5Y | -30.9% | -8.8% | -22.1% | -30.4% |
| All | -30.9% | -8.6% | -22.3% | -30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling