+144.6%
IEFA vs APA
-2.4%
+146.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +1.0% |
| 7D | -1.6% | +4.6% | -6.1% | -2.1% |
| 30D | -1.5% | +11.9% | -13.4% | -2.9% |
| 3M | +3.4% | +22.5% | -19.1% | +0.6% |
| 6M | +9.5% | +37.5% | -28.1% | +4.1% |
| YTD | +13.0% | +87.2% | -74.1% | +3.0% |
| 1Y | +18.0% | +101.4% | -83.4% | +6.0% |
| 3Y | +65.4% | +16.9% | +48.4% | +55.8% |
| 5Y | +51.6% | +178.4% | -126.9% | +23.8% |
| All | +144.6% | -2.4% | +146.9% | +93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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