+51.1%
IEFA vs ACM
+2.7%
+48.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -0.2% |
| 7D | -0.5% | -3.7% | +3.2% | +0.6% |
| 30D | -1.1% | -12.7% | +11.6% | +2.5% |
| 3M | +5.1% | -9.8% | +14.9% | +7.5% |
| 6M | +9.3% | -31.4% | +40.7% | +21.8% |
| YTD | +13.0% | -32.1% | +45.0% | +25.4% |
| 1Y | +19.2% | -47.8% | +67.0% | +44.5% |
| 3Y | +67.0% | -22.1% | +89.1% | +69.2% |
| 5Y | +51.1% | +1.8% | +49.3% | +37.1% |
| All | +51.1% | +2.7% | +48.4% | +37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling