+129.0%
IEF vs AFL
+1,206.4%
-1,077.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | -0.3% | -2.1% | +1.8% | -0.4% |
| 30D | -0.6% | -5.4% | +4.9% | -0.8% |
| 3M | -1.0% | -0.3% | -0.7% | -1.0% |
| 6M | -3.1% | +5.2% | -8.3% | -2.8% |
| YTD | -1.9% | +5.7% | -7.5% | -1.6% |
| 1Y | -1.4% | +10.2% | -11.6% | -0.9% |
| 3Y | +9.8% | +63.4% | -53.6% | +12.5% |
| 5Y | -8.8% | +133.0% | -141.8% | -4.8% |
| 10Y | +4.7% | +299.5% | -294.9% | +13.2% |
| All | +129.0% | +1,206.4% | -1,077.5% | +172.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling