+1,030.6%
APH vs IEMG
+142.9%
+887.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | +0.3% |
| 7D | -2.2% | -0.9% | -1.4% | -1.5% |
| 30D | -4.0% | +2.1% | -6.1% | -5.6% |
| 3M | +7.7% | +4.6% | +3.1% | +3.9% |
| 6M | +17.8% | +14.0% | +3.7% | +5.0% |
| YTD | +19.2% | +22.3% | -3.2% | +0.6% |
| 1Y | +35.7% | +30.7% | +5.0% | +8.7% |
| 3Y | +282.9% | +83.2% | +199.7% | +133.4% |
| 5Y | +345.6% | +47.0% | +298.7% | +221.3% |
| All | +1,030.6% | +142.9% | +887.8% | +492.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling