+50.4%
IEFA vs AEE
+38.7%
+11.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.1% | +1.0% |
| 7D | -1.6% | -0.8% | -0.8% | -1.4% |
| 30D | -1.5% | -2.9% | +1.4% | -0.8% |
| 3M | +3.4% | -2.4% | +5.8% | +3.8% |
| 6M | +9.5% | -2.7% | +12.2% | +9.8% |
| YTD | +13.0% | +7.3% | +5.8% | +10.4% |
| 1Y | +18.0% | +7.5% | +10.5% | +15.1% |
| 3Y | +65.4% | +46.2% | +19.2% | +47.1% |
| All | +50.4% | +38.7% | +11.8% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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