+55.0%
IEFA vs AHR
+356.1%
-301.0%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.1% |
| 7D | -1.6% | -2.1% | +0.5% | -1.3% |
| 30D | -1.5% | +1.9% | -3.4% | -1.8% |
| 3M | +3.4% | +15.7% | -12.2% | +0.7% |
| 6M | +9.5% | +2.5% | +7.0% | +8.8% |
| YTD | +13.0% | +15.0% | -2.0% | +9.9% |
| 1Y | +18.0% | +28.1% | -10.1% | +12.0% |
| All | +55.0% | +356.1% | -301.0% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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