+2,325.1%
APH vs IEFA
+204.8%
+2,120.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.4% |
| 7D | -5.0% | +1.1% | -6.1% | -6.0% |
| 30D | -8.4% | +0.7% | -9.0% | -8.8% |
| 3M | -4.5% | -3.4% | -1.2% | -0.9% |
| 6M | +25.3% | +1.5% | +23.8% | +24.2% |
| YTD | +18.9% | +10.4% | +8.5% | +8.9% |
| 1Y | +11.9% | +13.4% | -1.4% | -0.1% |
| 3Y | +278.0% | +66.7% | +211.3% | +131.8% |
| 5Y | +306.4% | +49.5% | +256.9% | +177.0% |
| 10Y | +955.2% | +145.8% | +809.4% | +364.6% |
| All | +2,325.1% | +204.8% | +2,120.3% | +733.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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