+209.4%
IEFA vs AGI
+116.7%
+92.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | -0.7% |
| 7D | -2.4% | -5.3% | +2.8% | -2.1% |
| 30D | -2.1% | +6.8% | -8.9% | -2.6% |
| 3M | +5.5% | +8.3% | -2.8% | +4.8% |
| 6M | +8.1% | -29.2% | +37.4% | +10.1% |
| YTD | +11.9% | -7.3% | +19.2% | +11.9% |
| 1Y | +18.1% | +8.0% | +10.0% | +16.7% |
| 3Y | +65.5% | +206.6% | -141.1% | +53.6% |
| 5Y | +50.1% | +398.1% | -348.1% | +35.6% |
| 10Y | +144.2% | +384.0% | -239.7% | +117.8% |
| All | +209.4% | +116.7% | +92.8% | +182.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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