+2,325.1%
APH vs IEMG
+114.9%
+2,210.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.3% | -0.4% |
| 7D | -5.0% | -0.7% | -4.4% | -4.2% |
| 30D | -8.4% | -9.4% | +1.0% | -0.3% |
| 3M | -4.5% | -7.3% | +2.8% | +2.2% |
| 6M | +25.3% | -10.4% | +35.7% | +37.7% |
| YTD | +18.9% | +10.6% | +8.3% | +10.7% |
| 1Y | +11.9% | +10.5% | +1.4% | +4.4% |
| 3Y | +278.0% | +67.7% | +210.2% | +156.6% |
| 5Y | +306.4% | +36.2% | +270.2% | +220.8% |
| 10Y | +955.2% | +125.6% | +829.6% | +476.4% |
| All | +2,325.1% | +114.9% | +2,210.1% | +1,217.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling