+144.6%
IEFA vs AEM
+378.0%
-233.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.8% |
| 7D | -1.6% | -2.1% | +0.6% | -1.3% |
| 30D | -1.5% | +8.4% | -9.9% | -2.7% |
| 3M | +3.4% | +27.3% | -23.9% | -0.2% |
| 6M | +9.5% | -9.7% | +19.1% | +10.2% |
| YTD | +13.0% | +19.0% | -5.9% | +9.6% |
| 1Y | +18.0% | +31.5% | -13.5% | +12.7% |
| 3Y | +65.4% | +338.7% | -273.3% | +35.2% |
| 5Y | +51.6% | +307.4% | -255.9% | +23.2% |
| All | +144.6% | +378.0% | -233.4% | +92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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