+48.3%
IEMG vs AEIS
+232.6%
-184.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.9% | -3.7% | 0.0% |
| 7D | -1.3% | +2.3% | -3.6% | -1.9% |
| 30D | +1.9% | -14.8% | +16.7% | +5.7% |
| 3M | +1.4% | -15.6% | +17.0% | +4.3% |
| 6M | +15.2% | -8.7% | +23.9% | +15.1% |
| YTD | +23.8% | +37.3% | -13.5% | +11.6% |
| 1Y | +30.7% | +80.3% | -49.7% | +9.3% |
| 3Y | +83.3% | +177.9% | -94.7% | +32.1% |
| All | +48.3% | +232.6% | -184.3% | -2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling