+133.0%
IEMG vs AMT
+136.5%
-3.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.6% |
| 7D | +2.7% | +1.5% | +1.2% | +2.3% |
| 30D | -5.7% | +6.8% | -12.5% | -7.3% |
| 3M | -8.8% | +11.2% | -20.0% | -11.3% |
| 6M | -8.9% | +12.5% | -21.4% | -12.3% |
| YTD | +11.2% | +12.5% | -1.3% | +6.6% |
| 1Y | +12.2% | +10.1% | +2.1% | +8.1% |
| 3Y | +68.5% | +16.0% | +52.5% | +55.7% |
| 5Y | +34.3% | -17.2% | +51.5% | +36.0% |
| All | +133.0% | +136.5% | -3.4% | +84.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling