+111.0%
IEFA vs ACI
+21.2%
+89.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.2% | +0.8% |
| 7D | -1.6% | -3.7% | +2.2% | -1.3% |
| 30D | -1.5% | +0.6% | -2.1% | -1.6% |
| 3M | +3.4% | -20.3% | +23.7% | +4.7% |
| 6M | +9.5% | -24.7% | +34.1% | +11.2% |
| YTD | +13.0% | -27.2% | +40.3% | +15.0% |
| 1Y | +18.0% | -32.7% | +50.7% | +20.7% |
| 3Y | +65.4% | -43.9% | +109.3% | +71.1% |
| 5Y | +51.6% | -38.9% | +90.4% | +54.7% |
| All | +111.0% | +21.2% | +89.8% | +109.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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