+520.8%
APP vs IEFA
+55.7%
+465.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.1% | +1.9% |
| 7D | +48.9% | -1.1% | +50.0% | +49.6% |
| 30D | +49.4% | +1.3% | +48.1% | +44.7% |
| 3M | +27.0% | -3.2% | +30.2% | +32.8% |
| 6M | -15.4% | +2.0% | -17.4% | -19.8% |
| YTD | -39.9% | +10.7% | -50.6% | -51.7% |
| 1Y | -32.0% | +13.0% | -44.9% | -47.2% |
| 3Y | +824.3% | +67.1% | +757.2% | +254.0% |
| 5Y | +252.4% | +49.4% | +203.0% | +71.4% |
| All | +520.8% | +55.7% | +465.1% | +185.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling