+48.3%
IEMG vs AFL
+133.8%
-85.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.1% |
| 7D | -1.3% | -1.6% | +0.4% | -1.0% |
| 30D | +1.9% | -4.0% | +5.9% | +2.7% |
| 3M | +1.4% | -0.5% | +1.9% | +1.1% |
| 6M | +15.2% | +6.5% | +8.6% | +12.5% |
| YTD | +23.8% | +6.2% | +17.6% | +20.9% |
| 1Y | +30.7% | +8.3% | +22.4% | +26.7% |
| 3Y | +83.3% | +62.5% | +20.7% | +53.1% |
| All | +48.3% | +133.8% | -85.5% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 5y: compounded portfolio wealth divided by compounded AFL 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…
5y analysis · Full analysis span regression · 6 months rolling