+391.7%
APP vs IEMG
+48.9%
+342.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.6% | 0.0% |
| 7D | +0.9% | +2.2% | -1.4% | -2.1% |
| 30D | -23.3% | +4.6% | -27.9% | -27.8% |
| 3M | -42.6% | +0.4% | -43.0% | -44.0% |
| 6M | -33.6% | +16.4% | -50.0% | -49.7% |
| YTD | -52.4% | +25.4% | -77.9% | -68.0% |
| 1Y | -35.9% | +38.3% | -74.2% | -63.2% |
| 3Y | +642.2% | +84.1% | +558.1% | +169.4% |
| 5Y | +311.1% | +49.0% | +262.1% | +113.9% |
| All | +391.7% | +48.9% | +342.8% | +146.5% |
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