+145.6%
IEMG vs AME
+646.9%
-501.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | +0.1% |
| 7D | +2.8% | +2.8% | 0.0% | +1.4% |
| 30D | +4.6% | -6.3% | +10.9% | +7.9% |
| 3M | +5.5% | +5.4% | +0.1% | +2.9% |
| 6M | +19.7% | +7.4% | +12.3% | +15.6% |
| YTD | +25.5% | +16.2% | +9.4% | +16.8% |
| 1Y | +35.5% | +26.8% | +8.7% | +20.4% |
| 3Y | +88.0% | +57.5% | +30.5% | +46.8% |
| 5Y | +50.6% | +84.8% | -34.3% | +6.6% |
| 10Y | +138.4% | +424.3% | -286.0% | -7.6% |
| All | +145.6% | +646.9% | -501.3% | -19.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling