+43.9%
IEFA vs AMDL
+145.7%
-101.7%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +11.9% | -12.6% | -1.4% |
| 7D | +1.3% | +103.5% | -102.3% | -3.6% |
| 30D | +0.1% | -18.3% | +18.4% | 0.0% |
| 3M | -4.2% | +20.1% | -24.3% | -7.2% |
| 6M | +1.9% | +15.9% | -14.0% | -3.0% |
| YTD | +9.9% | +303.0% | -293.1% | -6.1% |
| 1Y | +11.5% | +164.0% | -152.5% | -2.3% |
| All | +43.9% | +145.7% | -101.7% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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