+38.3%
IEMG vs AEP
+16.1%
+22.2%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.8% | +1.6% |
| 7D | +2.2% | +1.8% | +0.4% | +2.3% |
| 30D | +4.6% | -0.8% | +5.4% | +4.6% |
| 3M | +0.4% | -1.8% | +2.2% | 0.0% |
| 6M | +16.4% | -5.4% | +21.7% | +15.8% |
| YTD | +25.4% | +10.4% | +15.0% | +24.3% |
| 1Y | +38.3% | +18.2% | +20.1% | +38.7% |
| All | +38.3% | +16.1% | +22.2% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 1y: compounded portfolio wealth divided by compounded AEP 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…
1y analysis · Full analysis span regression · 6 months rolling