+148.2%
IEFA vs AMC
-98.7%
+246.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.4% | +0.3% |
| 7D | -1.1% | -2.8% | +1.8% | -1.0% |
| 30D | +1.3% | +14.0% | -12.7% | +1.0% |
| 3M | -3.2% | +42.5% | -45.7% | -3.9% |
| 6M | +2.0% | +142.6% | -140.6% | 0.0% |
| YTD | +10.7% | +119.2% | -108.5% | +8.6% |
| 1Y | +13.0% | +40.7% | -27.8% | +11.6% |
| 3Y | +67.1% | -57.3% | +124.4% | +66.6% |
| 5Y | +49.4% | -99.1% | +148.5% | +54.2% |
| 10Y | +148.2% | -98.7% | +246.9% | +137.7% |
| All | +148.2% | -98.7% | +246.8% | +137.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 10y: compounded portfolio wealth divided by compounded AMC 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…
10y analysis · Full analysis span regression · 6 months rolling