+18.0%
IEFA vs AU
+72.0%
-54.0%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | -1.6% | -4.3% | +2.7% | -0.9% |
| 30D | -1.5% | +7.3% | -8.8% | -2.8% |
| 3M | +3.4% | +26.3% | -22.9% | -0.9% |
| 6M | +9.5% | +1.8% | +7.7% | +7.1% |
| YTD | +13.0% | +26.8% | -13.8% | +8.3% |
| 1Y | +18.0% | +66.7% | -48.7% | +9.4% |
| All | +18.0% | +72.0% | -54.0% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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