+83.3%
IEMG vs AEP
+76.7%
+6.6%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -1.3% | -0.9% | -0.4% | -1.2% |
| 30D | +1.9% | -1.1% | +3.0% | +2.0% |
| 3M | +1.4% | -3.3% | +4.7% | +1.5% |
| 6M | +15.2% | -4.6% | +19.8% | +15.2% |
| YTD | +23.8% | +9.4% | +14.4% | +22.4% |
| 1Y | +30.7% | +16.9% | +13.7% | +28.3% |
| 3Y | +83.3% | +76.6% | +6.6% | +66.2% |
| All | +83.3% | +76.7% | +6.6% | +66.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling