+11.0%
AAL vs IEMG
+142.6%
-131.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.8% | +0.8% |
| 7D | -1.3% | +1.6% | -2.9% | -2.8% |
| 30D | -13.7% | +4.6% | -18.4% | -17.5% |
| 3M | -8.2% | +4.8% | -13.0% | -12.8% |
| 6M | +13.1% | +16.8% | -3.7% | -3.8% |
| YTD | -15.6% | +24.8% | -40.4% | -33.0% |
| 1Y | +1.4% | +34.3% | -32.9% | -25.2% |
| 3Y | -7.4% | +87.0% | -94.4% | -50.1% |
| 5Y | -35.9% | +49.9% | -85.9% | -56.9% |
| 10Y | -65.1% | +144.8% | -209.9% | -84.2% |
| All | +11.0% | +142.6% | -131.6% | -50.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling