+209.4%
IEFA vs AKAM
+190.5%
+19.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | -0.3% |
| 7D | -2.4% | +0.6% | -3.0% | -2.6% |
| 30D | -2.1% | -8.2% | +6.1% | -0.7% |
| 3M | +5.5% | -17.6% | +23.1% | +8.6% |
| 6M | +8.1% | +2.5% | +5.6% | +5.0% |
| YTD | +11.9% | +22.8% | -10.9% | +3.9% |
| 1Y | +18.1% | +39.6% | -21.5% | +6.3% |
| 3Y | +65.5% | +2.3% | +63.1% | +55.4% |
| 5Y | +50.1% | -4.3% | +54.3% | +41.2% |
| 10Y | +144.2% | +104.1% | +40.2% | +92.2% |
| All | +209.4% | +190.5% | +19.0% | +133.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling