+83.3%
IEMG vs AEE
+46.3%
+37.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.3% | +1.2% |
| 7D | -1.3% | -0.8% | -0.5% | -1.2% |
| 30D | +1.9% | -2.9% | +4.8% | +2.1% |
| 3M | +1.4% | -2.4% | +3.8% | +1.4% |
| 6M | +15.2% | -2.7% | +17.9% | +15.1% |
| YTD | +23.8% | +7.3% | +16.6% | +22.3% |
| 1Y | +30.7% | +7.5% | +23.1% | +28.9% |
| 3Y | +83.3% | +46.2% | +37.1% | +71.8% |
| All | +83.3% | +46.3% | +37.0% | +71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 3y: compounded portfolio wealth divided by compounded AEE 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…
3y analysis · Full analysis span regression · 6 months rolling