+144.6%
IEFA vs AA
+122.9%
+21.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -1.6% | -3.4% | +1.9% | -1.0% |
| 30D | -1.5% | -5.8% | +4.3% | -0.6% |
| 3M | +3.4% | -29.9% | +33.3% | +9.1% |
| 6M | +9.5% | -27.0% | +36.5% | +14.0% |
| YTD | +13.0% | -8.7% | +21.8% | +12.7% |
| 1Y | +18.0% | +50.6% | -32.6% | +7.2% |
| 3Y | +65.4% | +74.1% | -8.7% | +40.6% |
| 5Y | +51.6% | +2.6% | +49.0% | +33.5% |
| All | +144.6% | +122.9% | +21.7% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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