+67.0%
IEFA vs ACM
-19.8%
+86.8%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | +1.2% | -0.3% | +1.4% | +1.2% |
| 30D | -0.6% | -12.9% | +12.3% | +2.3% |
| 3M | +6.2% | -6.4% | +12.6% | +7.2% |
| 6M | +11.2% | -29.2% | +40.4% | +20.2% |
| YTD | +14.2% | -29.9% | +44.1% | +23.0% |
| 1Y | +20.0% | -47.3% | +67.3% | +40.1% |
| All | +67.0% | -19.8% | +86.8% | +64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 3y: compounded portfolio wealth divided by compounded ACM 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…
3y analysis · Full analysis span regression · 6 months rolling