+47.0%
IEMG vs AA
+5.3%
+41.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.8% | +2.8% | -1.2% |
| 7D | -0.9% | -5.4% | +4.5% | +0.1% |
| 30D | +2.1% | -10.7% | +12.8% | +4.0% |
| 3M | +4.6% | -26.2% | +30.8% | +9.8% |
| 6M | +14.0% | -20.9% | +35.0% | +17.5% |
| YTD | +22.3% | -8.6% | +31.0% | +22.4% |
| 1Y | +30.7% | +57.4% | -26.7% | +17.9% |
| 3Y | +83.2% | +77.8% | +5.4% | +55.5% |
| 5Y | +47.0% | +2.7% | +44.3% | +31.5% |
| All | +47.0% | +5.3% | +41.6% | +31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling