+47.0%
IEMG vs AME
+82.6%
-35.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.7% |
| 7D | -0.9% | 0.0% | -0.9% | -0.9% |
| 30D | +2.1% | -8.6% | +10.7% | +5.8% |
| 3M | +4.6% | +5.8% | -1.2% | +2.4% |
| 6M | +14.0% | +3.8% | +10.2% | +12.4% |
| YTD | +22.3% | +14.4% | +7.9% | +16.5% |
| 1Y | +30.7% | +25.8% | +4.9% | +20.2% |
| 3Y | +83.2% | +55.2% | +28.0% | +52.1% |
| 5Y | +47.0% | +85.5% | -38.5% | +11.1% |
| All | +47.0% | +82.6% | -35.6% | +11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling