+217.5%
IEFA vs AA
+159.9%
+57.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.5% |
| 7D | +0.6% | -0.7% | +1.3% | +0.7% |
| 30D | +1.0% | +5.0% | -3.9% | 0.0% |
| 3M | +4.7% | -35.8% | +40.5% | +12.4% |
| 6M | +8.6% | -18.4% | +27.0% | +11.0% |
| YTD | +14.8% | -5.5% | +20.3% | +13.8% |
| 1Y | +22.6% | +61.0% | -38.3% | +9.7% |
| 3Y | +67.0% | +66.2% | +0.8% | +42.3% |
| 5Y | +52.3% | +11.4% | +40.9% | +31.4% |
| 10Y | +147.3% | +116.9% | +30.5% | +55.7% |
| All | +217.5% | +159.9% | +57.6% | +79.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling