+215.7%
IEFA vs AME
+646.9%
-431.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +1.2% | +2.8% | -1.6% | -0.2% |
| 30D | -0.6% | -6.3% | +5.7% | +2.4% |
| 3M | +6.2% | +5.4% | +0.8% | +3.2% |
| 6M | +11.2% | +7.4% | +3.7% | +6.9% |
| YTD | +14.2% | +16.2% | -2.0% | +5.6% |
| 1Y | +20.0% | +26.8% | -6.8% | +6.0% |
| 3Y | +68.8% | +57.5% | +11.3% | +30.9% |
| 5Y | +52.7% | +84.8% | -32.2% | +7.9% |
| 10Y | +144.2% | +424.3% | -280.1% | -1.7% |
| All | +215.7% | +646.9% | -431.3% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 all: compounded portfolio wealth divided by compounded AME 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…
all analysis · Full analysis span regression · 6 months rolling