+16.8%
IEFA vs AG
+117.1%
-100.3%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.9% | +3.9% | -0.4% |
| 7D | -2.4% | -5.8% | +3.4% | -1.8% |
| 30D | -2.1% | +6.4% | -8.5% | -2.9% |
| 3M | +5.5% | +28.4% | -22.8% | +2.3% |
| 6M | +8.1% | -24.5% | +32.6% | +9.1% |
| YTD | +11.9% | +21.2% | -9.3% | +9.6% |
| All | +16.8% | +117.1% | -100.3% | +11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling