+13.9%
IEMG vs AA
+13.9%
0.0%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -1.9% | +0.4% |
| 7D | -3.1% | +0.9% | -4.0% | -3.3% |
| 30D | -10.3% | -6.4% | -3.9% | -9.3% |
| 3M | -6.6% | -13.0% | +6.3% | -4.5% |
| 6M | -3.9% | -34.6% | +30.8% | +3.1% |
| YTD | +12.4% | -23.0% | +35.4% | +16.3% |
| 1Y | +13.9% | +16.0% | -2.1% | +11.9% |
| All | +13.9% | +13.9% | 0.0% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 1y: compounded portfolio wealth divided by compounded AA 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…
1y analysis · Full analysis span regression · 6 months rolling