+503.8%
APP vs IEFA
+54.6%
+449.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.1% | -1.6% |
| 7D | +10.6% | +1.3% | +9.3% | +8.2% |
| 30D | +44.6% | +0.1% | +44.5% | +42.8% |
| 3M | +29.6% | -4.2% | +33.8% | +38.0% |
| 6M | -19.8% | +1.9% | -21.7% | -23.8% |
| YTD | -41.6% | +9.9% | -51.5% | -52.4% |
| 1Y | -32.7% | +11.5% | -44.2% | -46.6% |
| 3Y | +799.0% | +66.0% | +733.0% | +248.4% |
| 5Y | +250.4% | +47.5% | +202.9% | +73.8% |
| All | +503.8% | +54.6% | +449.2% | +180.9% |
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