+1,046.0%
APH vs IEMG
+147.8%
+898.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.1% |
| 7D | +1.6% | +1.6% | 0.0% | +0.3% |
| 30D | -3.0% | +4.6% | -7.6% | -6.6% |
| 3M | +5.7% | +4.8% | +0.9% | +1.8% |
| 6M | +20.0% | +16.8% | +3.2% | +4.8% |
| YTD | +20.8% | +24.8% | -4.0% | +0.2% |
| 1Y | +40.2% | +34.3% | +5.9% | +9.8% |
| 3Y | +288.1% | +87.0% | +201.1% | +132.6% |
| 5Y | +352.5% | +49.9% | +302.6% | +220.9% |
| All | +1,046.0% | +147.8% | +898.2% | +490.6% |
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 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