-32.0%
APP vs IEFA
+13.4%
-45.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.1% | +2.2% |
| 7D | +48.9% | -1.1% | +50.0% | +49.2% |
| 30D | +49.4% | +1.3% | +48.1% | +46.6% |
| 3M | +27.0% | -3.2% | +30.2% | +29.7% |
| 6M | -15.4% | +2.0% | -17.4% | -17.0% |
| YTD | -39.9% | +10.7% | -50.6% | -45.8% |
| 1Y | -32.0% | +13.0% | -44.9% | -40.5% |
| All | -32.0% | +13.4% | -45.3% | -40.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling