+82.7%
IEMG vs AMIX
-99.9%
+182.6%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +1.7% |
| 7D | +2.2% | -13.7% | +16.0% | +2.3% |
| 30D | +4.6% | -62.1% | +66.7% | +5.0% |
| 3M | +0.4% | -46.2% | +46.5% | -0.8% |
| 6M | +16.4% | -46.4% | +62.8% | +15.0% |
| YTD | +25.4% | -60.3% | +85.7% | +23.9% |
| 1Y | +38.3% | -79.7% | +117.9% | +36.7% |
| All | +82.7% | -99.9% | +182.6% | +79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 AMIX 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