+50.1%
IEFA vs APA
+169.7%
-119.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | -2.4% | +0.8% | -3.2% | -2.5% |
| 30D | -2.1% | +9.6% | -11.7% | -3.1% |
| 3M | +5.5% | +18.0% | -12.5% | +3.5% |
| 6M | +8.1% | +41.9% | -33.7% | +2.7% |
| YTD | +11.9% | +86.3% | -74.4% | +2.2% |
| 1Y | +18.1% | +97.9% | -79.8% | +6.5% |
| 3Y | +65.5% | +12.8% | +52.7% | +57.3% |
| 5Y | +50.1% | +177.2% | -127.1% | +21.9% |
| All | +50.1% | +169.7% | -119.6% | +21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling