+65.2%
IEFA vs APD
+6.4%
+58.8%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.2% | -0.9% |
| 7D | -0.5% | -4.6% | +4.1% | +0.3% |
| 30D | -1.1% | -4.2% | +3.1% | -0.4% |
| 3M | +5.1% | +5.0% | +0.1% | +4.0% |
| 6M | +9.3% | +8.9% | +0.4% | +7.4% |
| YTD | +13.0% | +21.9% | -8.9% | +8.5% |
| 1Y | +19.2% | +5.6% | +13.6% | +17.6% |
| All | +65.2% | +6.4% | +58.8% | +62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 3y: compounded portfolio wealth divided by compounded APD 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…
3y analysis · Full analysis span regression · 6 months rolling