+144.9%
IEFA vs AR
-28.5%
+173.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.8% |
| 7D | +1.3% | +6.4% | -5.1% | +0.8% |
| 30D | +0.1% | +3.1% | -3.0% | -0.2% |
| 3M | -4.2% | +3.3% | -7.5% | -4.6% |
| 6M | +1.9% | +6.6% | -4.7% | +1.0% |
| YTD | +9.9% | +12.3% | -2.4% | +8.1% |
| 1Y | +11.5% | +12.3% | -0.8% | +9.6% |
| 3Y | +66.0% | +50.4% | +15.5% | +56.9% |
| 5Y | +47.5% | +101.0% | -53.5% | +33.7% |
| 10Y | +146.5% | +57.5% | +89.0% | +114.2% |
| All | +144.9% | -28.5% | +173.4% | +129.0% |
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