+204.4%
IEFA vs APD
+523.2%
-318.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +2.2% | +3.8% | -1.6% | +0.8% |
| 30D | +1.1% | +8.2% | -7.1% | -1.9% |
| 3M | -4.3% | +4.3% | -8.6% | -5.9% |
| 6M | +1.4% | +4.7% | -3.3% | -0.9% |
| YTD | +10.1% | +31.5% | -21.5% | -2.1% |
| 1Y | +12.9% | +23.5% | -10.6% | +2.6% |
| 3Y | +65.8% | +29.1% | +36.7% | +43.5% |
| 5Y | +47.7% | +15.9% | +31.8% | +31.0% |
| 10Y | +146.8% | +191.9% | -45.1% | +37.2% |
| All | +204.4% | +523.2% | -318.8% | +16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling