+139.4%
IEMG vs AEIS
+2,267.6%
-2,128.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | -1.0% |
| 7D | -0.9% | -0.2% | -0.7% | -0.8% |
| 30D | +2.1% | -16.4% | +18.5% | +6.3% |
| 3M | +4.6% | -11.1% | +15.7% | +6.2% |
| 6M | +14.0% | -12.0% | +26.1% | +15.1% |
| YTD | +22.3% | +30.9% | -8.5% | +11.7% |
| 1Y | +30.7% | +74.3% | -43.7% | +10.5% |
| 3Y | +83.2% | +165.2% | -82.0% | +35.2% |
| 5Y | +47.0% | +220.0% | -173.1% | +1.0% |
| 10Y | +139.9% | +527.7% | -387.8% | +31.0% |
| All | +139.4% | +2,267.6% | -2,128.2% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 1990-01-01 to 2026-09-10: compounded portfolio wealth divided by compounded AEIS 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling