+2,407.0%
APH vs IEFA
+217.0%
+2,190.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.7% | +0.7% |
| 7D | +5.0% | +0.6% | +4.4% | +4.3% |
| 30D | -3.9% | +1.0% | -4.9% | -4.8% |
| 3M | +13.0% | +4.7% | +8.3% | +8.2% |
| 6M | +25.2% | +8.6% | +16.6% | +15.4% |
| YTD | +22.9% | +14.8% | +8.1% | +7.9% |
| 1Y | +47.8% | +22.6% | +25.2% | +21.9% |
| 3Y | +283.0% | +67.0% | +216.0% | +133.5% |
| 5Y | +349.7% | +52.3% | +297.4% | +199.8% |
| 10Y | +1,061.2% | +147.3% | +913.9% | +403.1% |
| All | +2,407.0% | +217.0% | +2,190.0% | +726.0% |
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