+930.0%
APH vs IEMG
+132.0%
+798.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.4% |
| 7D | +4.9% | +2.7% | +2.2% | +2.5% |
| 30D | -5.4% | -5.7% | +0.3% | -0.1% |
| 3M | -5.5% | -8.8% | +3.3% | +2.9% |
| 6M | +25.9% | -8.9% | +34.8% | +37.4% |
| YTD | +16.4% | +11.2% | +5.2% | +6.9% |
| 1Y | +16.5% | +12.2% | +4.3% | +6.4% |
| 3Y | +270.9% | +68.5% | +202.3% | +143.0% |
| 5Y | +289.5% | +34.3% | +255.1% | +204.3% |
| All | +930.0% | +132.0% | +798.0% | +477.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling