+145.8%
IEFA vs ACGL
+332.0%
-186.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.5% | -0.8% |
| 7D | +1.1% | +1.3% | -0.1% | +0.7% |
| 30D | +0.7% | +14.2% | -13.5% | -3.4% |
| 3M | -3.4% | +11.1% | -14.4% | -6.6% |
| 6M | +1.5% | +16.4% | -14.9% | -3.8% |
| YTD | +10.4% | +13.8% | -3.4% | +5.1% |
| 1Y | +13.4% | +21.6% | -8.2% | +5.6% |
| 3Y | +66.7% | +33.5% | +33.1% | +47.0% |
| 5Y | +49.5% | +174.8% | -125.4% | -1.6% |
| 10Y | +145.8% | +330.4% | -184.6% | +38.8% |
| All | +145.8% | +332.0% | -186.3% | +38.8% |
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