+212.3%
IEFA vs AIG
+186.5%
+25.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.5% | -1.2% |
| 7D | -0.5% | -1.4% | +1.0% | 0.0% |
| 30D | -1.1% | -3.3% | +2.2% | 0.0% |
| 3M | +5.1% | +2.2% | +2.9% | +4.0% |
| 6M | +9.3% | -2.1% | +11.4% | +9.6% |
| YTD | +13.0% | -11.2% | +24.1% | +16.6% |
| 1Y | +19.2% | -2.1% | +21.3% | +18.6% |
| 3Y | +67.0% | +34.4% | +32.6% | +47.6% |
| 5Y | +51.1% | +53.7% | -2.6% | +25.1% |
| 10Y | +146.5% | +64.4% | +82.1% | +82.4% |
| All | +212.3% | +186.5% | +25.8% | +97.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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