+203.9%
IEFA vs ACM
+250.7%
-46.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +1.3% | +5.1% | -3.8% | -0.2% |
| 30D | +0.1% | +18.7% | -18.5% | -5.0% |
| 3M | -4.2% | +15.5% | -19.7% | -8.6% |
| 6M | +1.9% | +1.2% | +0.7% | +0.5% |
| YTD | +9.9% | -25.2% | +35.2% | +18.0% |
| 1Y | +11.5% | -46.3% | +57.8% | +32.7% |
| 3Y | +66.0% | -9.6% | +75.5% | +64.7% |
| 5Y | +47.5% | +4.4% | +43.1% | +38.4% |
| 10Y | +146.5% | +129.3% | +17.1% | +72.7% |
| All | +203.9% | +250.7% | -46.7% | +98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling