-9.5%
IEF vs AFL
+133.8%
-143.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.2% |
| 7D | -1.3% | -1.6% | +0.3% | -1.4% |
| 30D | -1.7% | -4.0% | +2.3% | -1.8% |
| 3M | -2.5% | -0.5% | -2.0% | -2.5% |
| 6M | -3.3% | +6.5% | -9.8% | -3.2% |
| YTD | -2.8% | +6.2% | -9.0% | -2.7% |
| 1Y | -2.7% | +8.3% | -11.0% | -2.6% |
| 3Y | +8.9% | +62.5% | -53.6% | +10.8% |
| All | -9.5% | +133.8% | -143.3% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 5y: compounded portfolio wealth divided by compounded AFL 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…
5y analysis · Full analysis span regression · 6 months rolling