+11,843.1%
AMT vs IEF
+125.8%
+11,717.3%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.5% |
| 7D | -2.2% | -1.9% | -0.3% | -2.9% |
| 30D | +5.8% | +1.1% | +4.7% | +6.2% |
| 3M | +12.6% | -1.9% | +14.5% | +11.7% |
| 6M | +8.3% | -2.4% | +10.7% | +7.3% |
| YTD | +11.4% | -3.0% | +14.4% | +10.1% |
| 1Y | +7.7% | -3.1% | +10.9% | +6.4% |
| 3Y | +14.8% | +10.7% | +4.1% | +20.2% |
| 5Y | -18.0% | -8.0% | -10.0% | -27.2% |
| 10Y | +133.0% | +6.9% | +126.1% | +138.1% |
| All | +11,843.1% | +125.8% | +11,717.3% | +42,003.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling