+139.4%
IEMG vs AEP
+359.5%
-220.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.8% |
| 7D | -0.9% | -1.0% | +0.1% | -0.6% |
| 30D | +2.1% | -0.1% | +2.2% | +2.1% |
| 3M | +4.6% | -3.2% | +7.8% | +5.2% |
| 6M | +14.0% | -5.3% | +19.3% | +15.1% |
| YTD | +22.3% | +9.5% | +12.8% | +19.0% |
| 1Y | +30.7% | +17.5% | +13.2% | +24.6% |
| 3Y | +83.2% | +77.0% | +6.2% | +54.6% |
| 5Y | +47.0% | +66.4% | -19.4% | +24.6% |
| 10Y | +139.9% | +175.1% | -35.2% | +66.8% |
| All | +139.4% | +359.5% | -220.1% | +27.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling