+209.4%
IEFA vs AU
+291.9%
-82.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.4% | -0.6% |
| 7D | -2.4% | -7.0% | +4.6% | -1.9% |
| 30D | -2.1% | +7.3% | -9.4% | -2.7% |
| 3M | +5.5% | +33.2% | -27.7% | +3.2% |
| 6M | +8.1% | -0.6% | +8.7% | +7.6% |
| YTD | +11.9% | +26.2% | -14.2% | +9.4% |
| 1Y | +18.1% | +68.3% | -50.2% | +13.1% |
| 3Y | +65.5% | +592.1% | -526.7% | +43.9% |
| 5Y | +50.1% | +685.3% | -635.2% | +28.6% |
| 10Y | +144.2% | +682.5% | -538.3% | +106.6% |
| All | +209.4% | +291.9% | -82.4% | +176.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling