+148.1%
IEFA vs ACGL
+324.4%
-176.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +2.2% | +2.2% | 0.0% | +1.5% |
| 30D | +1.1% | +12.3% | -11.2% | -2.5% |
| 3M | -4.3% | +11.8% | -16.1% | -7.7% |
| 6M | +1.4% | +17.5% | -16.1% | -4.2% |
| YTD | +10.1% | +14.3% | -4.2% | +4.6% |
| 1Y | +12.9% | +18.2% | -5.3% | +6.1% |
| 3Y | +65.8% | +33.2% | +32.6% | +46.4% |
| 5Y | +47.7% | +174.3% | -126.7% | -2.7% |
| All | +148.1% | +324.4% | -176.2% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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