+8.4%
IEF vs AMDL
+95.0%
-86.6%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.2% | -9.2% | 0.0% |
| 7D | -0.3% | +4.5% | -4.8% | -0.3% |
| 30D | -0.8% | -4.4% | +3.6% | -0.8% |
| 3M | -1.0% | -30.5% | +29.5% | -1.0% |
| 6M | -2.8% | +300.9% | -303.6% | -2.2% |
| YTD | -1.5% | +219.9% | -221.4% | -0.9% |
| 1Y | -0.4% | +374.7% | -375.1% | +0.5% |
| All | +8.4% | +95.0% | -86.6% | +8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling