+12.9%
IEFA vs AS
-3.7%
+16.6%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +1.0% | +0.3% |
| 7D | +2.2% | -4.9% | +7.1% | +3.3% |
| 30D | +1.1% | +3.9% | -2.8% | +0.3% |
| 3M | -4.3% | -9.6% | +5.3% | -2.4% |
| 6M | +1.4% | -8.7% | +10.0% | +2.6% |
| YTD | +10.1% | -19.8% | +29.9% | +12.3% |
| 1Y | +12.9% | -1.5% | +14.4% | +16.9% |
| All | +12.9% | -3.7% | +16.6% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling