+50.4%
IEFA vs AMCR
-12.3%
+62.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.6% |
| 7D | -1.6% | -6.3% | +4.7% | +0.7% |
| 30D | -1.5% | -7.8% | +6.3% | +1.2% |
| 3M | +3.4% | +7.5% | -4.1% | +0.3% |
| 6M | +9.5% | +2.7% | +6.8% | +7.5% |
| YTD | +13.0% | +6.0% | +7.0% | +9.0% |
| 1Y | +18.0% | +7.8% | +10.2% | +12.9% |
| 3Y | +65.4% | +5.8% | +59.6% | +54.9% |
| All | +50.4% | -12.3% | +62.8% | +50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling