+13.9%
IEMG vs AMP
+18.6%
-4.7%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.5% | -3.6% | +0.3% |
| 7D | -3.1% | +7.7% | -10.8% | -4.0% |
| 30D | -10.3% | +6.6% | -16.9% | -11.1% |
| 3M | -6.6% | -4.7% | -1.9% | -6.0% |
| 6M | -3.9% | +12.9% | -16.8% | -6.0% |
| YTD | +12.4% | +8.6% | +3.8% | +8.4% |
| 1Y | +13.9% | +18.2% | -4.3% | +7.6% |
| All | +13.9% | +18.6% | -4.7% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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