+209.4%
IEFA vs AON
+572.1%
-362.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.3% |
| 7D | -2.4% | -5.9% | +3.5% | -0.4% |
| 30D | -2.1% | -13.7% | +11.6% | +2.6% |
| 3M | +5.5% | -8.3% | +13.8% | +7.8% |
| 6M | +8.1% | -3.6% | +11.8% | +8.0% |
| YTD | +11.9% | -12.4% | +24.3% | +15.2% |
| 1Y | +18.1% | -14.6% | +32.7% | +22.5% |
| 3Y | +65.5% | -5.7% | +71.2% | +62.1% |
| 5Y | +50.1% | +9.1% | +40.9% | +35.6% |
| 10Y | +144.2% | +208.7% | -64.5% | +29.9% |
| All | +209.4% | +572.1% | -362.6% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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