+144.6%
IEFA vs AMCR
+14.6%
+130.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.5% |
| 7D | -1.6% | -6.3% | +4.7% | +0.6% |
| 30D | -1.5% | -7.8% | +6.3% | +1.1% |
| 3M | +3.4% | +7.5% | -4.1% | +0.5% |
| 6M | +9.5% | +2.7% | +6.8% | +7.6% |
| YTD | +13.0% | +6.0% | +7.0% | +9.4% |
| 1Y | +18.0% | +7.8% | +10.2% | +13.4% |
| 3Y | +65.4% | +5.8% | +59.6% | +57.1% |
| 5Y | +51.6% | -11.6% | +63.2% | +52.3% |
| All | +144.6% | +14.6% | +130.0% | +110.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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