-17.9%
AMT vs IEF
-7.4%
-10.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | -2.4% | -0.8% | -1.6% | -1.5% |
| 30D | +4.2% | +2.0% | +2.2% | +1.8% |
| 3M | +13.4% | -1.1% | +14.5% | +14.9% |
| 6M | +9.4% | -1.9% | +11.3% | +11.9% |
| YTD | +11.7% | -2.2% | +13.9% | +14.8% |
| 1Y | +7.1% | -2.3% | +9.5% | +10.2% |
| 3Y | +15.1% | +11.6% | +3.5% | +3.5% |
| 5Y | -17.9% | -7.1% | -10.8% | -20.7% |
| All | -17.9% | -7.4% | -10.5% | -20.7% |
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