+17.0%
IEFA vs AKAM
+16.2%
+0.8%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.5% |
| 7D | +1.9% | -12.4% | +14.3% | +2.7% |
| 30D | +1.4% | -20.4% | +21.8% | +2.7% |
| 3M | -1.4% | -30.3% | +28.9% | +0.5% |
| 6M | +6.3% | -18.8% | +25.1% | +7.7% |
| YTD | +11.9% | -1.5% | +13.4% | +11.9% |
| 1Y | +17.0% | +19.4% | -2.4% | +15.5% |
| All | +17.0% | +16.2% | +0.8% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 AKAM 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