+155.8%
IEFA vs AR
-27.2%
+183.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | +0.6% | +2.5% | -1.9% | +0.4% |
| 30D | +1.0% | +14.8% | -13.8% | -0.2% |
| 3M | +4.7% | +6.2% | -1.5% | +4.0% |
| 6M | +8.6% | +4.3% | +4.3% | +7.8% |
| YTD | +14.8% | +14.4% | +0.5% | +12.9% |
| 1Y | +22.6% | +21.3% | +1.3% | +19.7% |
| 3Y | +67.0% | +39.8% | +27.2% | +58.9% |
| 5Y | +52.3% | +142.1% | -89.8% | +36.0% |
| 10Y | +147.3% | +52.0% | +95.3% | +116.1% |
| All | +155.8% | -27.2% | +183.1% | +139.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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