+12.3%
IEFA vs AS
-0.1%
+12.4%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.8% |
| 7D | -1.1% | -3.0% | +2.0% | -0.4% |
| 30D | +1.3% | +9.6% | -8.3% | -0.6% |
| 3M | -3.2% | -8.2% | +5.0% | -1.6% |
| 6M | +2.0% | -9.9% | +11.9% | +3.6% |
| YTD | +10.7% | -16.8% | +27.5% | +12.0% |
| All | +12.3% | -0.1% | +12.4% | +14.8% |
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