+144.3%
IEMG vs AEM
+387.7%
-243.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | +1.6% | +3.0% | -1.4% | +1.2% |
| 30D | +4.6% | +12.5% | -7.9% | +3.1% |
| 3M | +4.8% | +26.9% | -22.1% | +1.6% |
| 6M | +16.8% | -9.4% | +26.3% | +17.5% |
| YTD | +24.8% | +20.3% | +4.6% | +21.6% |
| 1Y | +34.3% | +33.8% | +0.5% | +29.0% |
| 3Y | +87.0% | +349.8% | -262.9% | +57.3% |
| 5Y | +49.9% | +301.0% | -251.1% | +26.2% |
| 10Y | +144.8% | +376.1% | -231.3% | +97.6% |
| All | +144.3% | +387.7% | -243.4% | +95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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