-64.8%
AAL vs IEMG
+145.8%
-210.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | 0.0% |
| 7D | -0.9% | -1.3% | +0.4% | +0.4% |
| 30D | -12.9% | +1.9% | -14.8% | -14.7% |
| 3M | -11.2% | +1.4% | -12.6% | -13.4% |
| 6M | +17.8% | +15.2% | +2.7% | -0.2% |
| YTD | -15.1% | +23.8% | -39.0% | -33.9% |
| 1Y | +0.5% | +30.7% | -30.2% | -26.4% |
| 3Y | -7.7% | +83.3% | -90.9% | -53.0% |
| 5Y | -31.3% | +48.8% | -80.1% | -55.8% |
| All | -64.8% | +145.8% | -210.6% | -85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IEMG.
Daily Out/Under-Performance
Portfolio return minus IEMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEMG 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 10y: compounded portfolio wealth divided by compounded IEMG 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…
10y analysis · Full analysis span regression · 6 months rolling