+804.4%
AAOI vs IEMG
+83.7%
+720.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | -1.1% |
| 7D | -0.2% | -1.3% | +1.1% | +3.3% |
| 30D | -23.7% | +1.9% | -25.6% | -26.4% |
| 3M | -39.0% | +1.4% | -40.4% | -37.3% |
| 6M | -17.0% | +15.2% | -32.2% | -37.5% |
| YTD | +202.2% | +23.8% | +178.4% | +86.4% |
| 1Y | +292.4% | +30.7% | +261.7% | +119.4% |
| 3Y | +804.4% | +83.3% | +721.1% | +126.0% |
| All | +804.4% | +83.7% | +720.7% | +126.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling