-26.3%
APH vs IEMG
+38.7%
-65.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +2.3% | -50.1% | -49.6% |
| 7D | -48.7% | +1.5% | -50.2% | -50.1% |
| 30D | -51.9% | +4.6% | -56.6% | -54.5% |
| 3M | -43.6% | +0.4% | -43.9% | -44.5% |
| 6M | -37.5% | +16.4% | -53.9% | -48.7% |
| YTD | -38.6% | +25.4% | -64.1% | -54.4% |
| 1Y | -26.3% | +38.3% | -64.6% | -44.8% |
| All | -26.3% | +38.7% | -65.1% | -44.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling