+30.7%
IEMG vs AME
+29.6%
+1.1%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.3% | -2.0% | -0.5% |
| 7D | -1.3% | +1.7% | -3.0% | -2.2% |
| 30D | +1.9% | -6.4% | +8.4% | +5.6% |
| 3M | +1.4% | +7.1% | -5.7% | -2.0% |
| 6M | +15.2% | +8.2% | +7.0% | +10.1% |
| YTD | +23.8% | +18.2% | +5.7% | +17.4% |
| 1Y | +30.7% | +26.7% | +3.9% | +22.3% |
| All | +30.7% | +29.6% | +1.1% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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