+957.8%
AAOI vs IEMG
+132.1%
+825.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | +0.4% |
| 7D | -0.2% | -1.3% | +1.1% | +1.7% |
| 30D | -23.7% | +1.9% | -25.6% | -25.0% |
| 3M | -39.0% | +1.4% | -40.4% | -37.1% |
| 6M | -17.0% | +15.2% | -32.2% | -25.8% |
| YTD | +202.2% | +23.8% | +178.4% | +149.2% |
| 1Y | +292.4% | +30.7% | +261.7% | +210.7% |
| 3Y | +804.4% | +83.3% | +721.1% | +426.2% |
| 5Y | +1,318.0% | +48.8% | +1,269.3% | +945.5% |
| 10Y | +436.7% | +142.8% | +294.0% | +151.2% |
| All | +957.8% | +132.1% | +825.8% | +423.2% |
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