+290.1%
APH vs IEMG
+87.9%
+202.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | +0.2% | +2.8% | -2.6% | -2.4% |
| 30D | -3.3% | +4.6% | -8.0% | -7.4% |
| 3M | +14.0% | +5.5% | +8.5% | +8.4% |
| 6M | +24.4% | +19.7% | +4.7% | +2.9% |
| YTD | +21.4% | +25.5% | -4.1% | -3.8% |
| 1Y | +48.9% | +35.5% | +13.4% | +10.1% |
| 3Y | +290.1% | +88.0% | +202.1% | +115.0% |
| All | +290.1% | +87.9% | +202.2% | +115.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling