+140.8%
IEMG vs AA
+122.9%
+17.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -1.3% | -3.4% | +2.1% | -0.7% |
| 30D | +1.9% | -5.8% | +7.7% | +2.9% |
| 3M | +1.4% | -29.9% | +31.3% | +7.8% |
| 6M | +15.2% | -27.0% | +42.2% | +20.7% |
| YTD | +23.8% | -8.7% | +32.5% | +23.9% |
| 1Y | +30.7% | +50.6% | -20.0% | +18.2% |
| 3Y | +83.3% | +74.1% | +9.2% | +54.9% |
| 5Y | +48.8% | +2.6% | +46.2% | +30.9% |
| All | +140.8% | +122.9% | +17.9% | +57.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling