+8.0%
IEF vs AMDL
+131.0%
-123.0%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.0% | -6.3% | -0.3% |
| 7D | -0.3% | +29.0% | -29.3% | -0.3% |
| 30D | -0.6% | +19.1% | -19.6% | -0.6% |
| 3M | -1.0% | +1.8% | -2.8% | -1.0% |
| 6M | -3.1% | +374.4% | -377.5% | -2.5% |
| YTD | -1.9% | +278.9% | -280.8% | -1.3% |
| 1Y | -1.4% | +510.6% | -511.9% | -0.4% |
| All | +8.0% | +131.0% | -123.0% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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