+640.8%
APP vs IEFA
+68.7%
+572.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -1.8% |
| 7D | +0.1% | +1.2% | -1.1% | -1.7% |
| 30D | -10.0% | -0.6% | -9.4% | -9.3% |
| 3M | -44.6% | +6.2% | -50.9% | -49.6% |
| 6M | -37.9% | +11.2% | -49.0% | -48.6% |
| YTD | -53.7% | +14.2% | -67.9% | -63.4% |
| 1Y | -43.0% | +20.0% | -63.0% | -58.9% |
| 3Y | +640.8% | +68.8% | +572.0% | +205.5% |
| All | +640.8% | +68.7% | +572.1% | +205.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling