+51.1%
IEFA vs APD
+25.2%
+25.9%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.2% | -0.8% |
| 7D | -0.5% | -4.6% | +4.1% | +0.8% |
| 30D | -1.1% | -4.2% | +3.1% | 0.0% |
| 3M | +5.1% | +5.0% | +0.1% | +3.4% |
| 6M | +9.3% | +8.9% | +0.4% | +6.2% |
| YTD | +13.0% | +21.9% | -8.9% | +5.9% |
| 1Y | +19.2% | +5.6% | +13.6% | +16.4% |
| 3Y | +67.0% | +6.9% | +60.1% | +60.3% |
| 5Y | +51.1% | +25.3% | +25.8% | +25.7% |
| All | +51.1% | +25.2% | +25.9% | +25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling