+144.3%
IEMG vs AEIS
+2,369.5%
-2,225.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.3% |
| 7D | +1.6% | +6.5% | -4.9% | +0.1% |
| 30D | +4.6% | -9.2% | +13.8% | +6.7% |
| 3M | +4.8% | -8.3% | +13.2% | +5.6% |
| 6M | +16.8% | -6.3% | +23.2% | +16.2% |
| YTD | +24.8% | +36.5% | -11.7% | +12.8% |
| 1Y | +34.3% | +84.8% | -50.5% | +12.0% |
| 3Y | +87.0% | +176.6% | -89.6% | +36.6% |
| 5Y | +49.9% | +237.1% | -187.2% | +1.7% |
| 10Y | +144.8% | +554.7% | -409.9% | +32.3% |
| All | +144.3% | +2,369.5% | -2,225.2% | +1.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling