+145.6%
IEMG vs AA
+169.1%
-23.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.5% | -0.6% |
| 7D | +2.8% | +1.7% | +1.1% | +2.4% |
| 30D | +4.6% | +3.3% | +1.3% | +3.8% |
| 3M | +5.5% | -29.4% | +34.9% | +12.3% |
| 6M | +19.7% | -12.8% | +32.5% | +21.4% |
| YTD | +25.5% | -2.1% | +27.6% | +23.8% |
| 1Y | +35.5% | +62.8% | -27.2% | +19.9% |
| 3Y | +88.0% | +90.5% | -2.5% | +54.2% |
| 5Y | +50.6% | +19.1% | +31.5% | +27.2% |
| 10Y | +138.4% | +124.8% | +13.6% | +45.2% |
| All | +145.6% | +169.1% | -23.6% | +29.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling