+217.5%
IEFA vs AG
-4.8%
+222.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.3% |
| 7D | +0.6% | +1.0% | -0.4% | +0.5% |
| 30D | +1.0% | +19.2% | -18.1% | -0.5% |
| 3M | +4.7% | +6.2% | -1.4% | +3.8% |
| 6M | +8.6% | -26.7% | +35.3% | +10.3% |
| YTD | +14.8% | +26.1% | -11.3% | +11.4% |
| 1Y | +22.6% | +131.7% | -109.0% | +12.9% |
| 3Y | +67.0% | +255.3% | -188.3% | +45.5% |
| 5Y | +52.3% | +61.9% | -9.7% | +37.2% |
| 10Y | +147.3% | +72.0% | +75.3% | +111.7% |
| All | +217.5% | -4.8% | +222.3% | +176.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling