+2,407.0%
APH vs IEMG
+143.7%
+2,263.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | -0.4% |
| 7D | +5.0% | +2.2% | +2.7% | +3.1% |
| 30D | -3.9% | +4.6% | -8.5% | -7.2% |
| 3M | +13.0% | +0.4% | +12.6% | +12.8% |
| 6M | +25.2% | +16.4% | +8.8% | +10.6% |
| YTD | +22.9% | +25.4% | -2.5% | +2.8% |
| 1Y | +47.8% | +38.3% | +9.6% | +14.9% |
| 3Y | +283.0% | +84.1% | +198.9% | +139.4% |
| 5Y | +349.7% | +49.0% | +300.7% | +227.2% |
| 10Y | +1,061.2% | +141.8% | +919.4% | +489.6% |
| All | +2,407.0% | +143.7% | +2,263.3% | +1,123.2% |
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 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