+13.9%
IEMG vs AMT
+13.5%
+0.4%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.0% | -3.1% | +1.2% |
| 7D | -3.1% | +6.0% | -9.1% | -2.7% |
| 30D | -10.3% | +20.1% | -30.4% | -9.1% |
| 3M | -6.6% | +12.4% | -19.0% | -5.9% |
| 6M | -3.9% | +9.9% | -13.8% | -2.8% |
| YTD | +12.4% | +14.4% | -2.0% | +13.1% |
| 1Y | +13.9% | +12.4% | +1.5% | +15.0% |
| All | +13.9% | +13.5% | +0.4% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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