+49.9%
IEMG vs AMT
-32.2%
+82.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | +1.6% | +1.5% | +0.2% | +1.4% |
| 30D | +4.6% | +3.7% | +0.9% | +4.1% |
| 3M | +4.8% | -7.2% | +12.0% | +5.9% |
| 6M | +16.8% | -4.2% | +21.0% | +17.2% |
| YTD | +24.8% | +1.9% | +23.0% | +23.7% |
| 1Y | +34.3% | -6.4% | +40.7% | +34.9% |
| 3Y | +87.0% | +7.7% | +79.2% | +78.4% |
| 5Y | +49.9% | -30.9% | +80.8% | +52.6% |
| All | +49.9% | -32.2% | +82.1% | +52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling