+146.6%
IEFA vs AR
-29.4%
+176.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.3% | +0.1% |
| 7D | -1.1% | +2.1% | -3.2% | -1.2% |
| 30D | +1.3% | +4.5% | -3.2% | +0.9% |
| 3M | -3.2% | +1.0% | -4.2% | -3.4% |
| 6M | +2.0% | +4.4% | -2.4% | +1.3% |
| YTD | +10.7% | +10.9% | -0.2% | +9.0% |
| 1Y | +13.0% | +8.6% | +4.4% | +11.3% |
| 3Y | +67.1% | +48.5% | +18.6% | +58.2% |
| 5Y | +49.4% | +95.7% | -46.4% | +35.8% |
| 10Y | +148.2% | +55.5% | +92.7% | +115.9% |
| All | +146.6% | -29.4% | +176.0% | +130.8% |
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