+142.2%
IEFA vs AMC
-99.0%
+241.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.1% | -0.8% |
| 7D | -2.4% | -7.1% | +4.7% | -2.3% |
| 30D | -2.1% | -1.7% | -0.4% | -2.1% |
| 3M | +5.5% | +13.5% | -7.9% | +5.0% |
| 6M | +8.1% | +112.6% | -104.5% | +6.3% |
| YTD | +11.9% | +51.3% | -39.4% | +10.6% |
| 1Y | +18.1% | -14.5% | +32.6% | +17.7% |
| 3Y | +65.5% | -67.1% | +132.6% | +65.7% |
| 5Y | +50.1% | -99.5% | +149.6% | +56.3% |
| All | +142.2% | -99.0% | +241.1% | +131.3% |
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