+142.2%
IEFA vs AG
+73.4%
+68.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.9% | +3.9% | -0.5% |
| 7D | -2.4% | -5.8% | +3.4% | -1.9% |
| 30D | -2.1% | +6.4% | -8.5% | -2.8% |
| 3M | +5.5% | +28.4% | -22.8% | +2.7% |
| 6M | +8.1% | -24.5% | +32.6% | +9.9% |
| YTD | +11.9% | +21.2% | -9.3% | +8.3% |
| 1Y | +18.1% | +114.1% | -96.0% | +7.7% |
| 3Y | +65.5% | +268.0% | -202.6% | +39.5% |
| 5Y | +50.1% | +67.3% | -17.3% | +32.0% |
| All | +142.2% | +73.4% | +68.7% | +105.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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