+36.7%
IEMG vs AMT
-18.5%
+55.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.3% |
| 7D | +0.7% | -2.4% | +3.1% | +1.0% |
| 30D | -6.4% | +4.2% | -10.6% | -7.0% |
| 3M | -5.5% | +13.4% | -18.9% | -7.2% |
| 6M | -8.3% | +9.4% | -17.7% | -9.9% |
| YTD | +13.2% | +11.7% | +1.5% | +10.6% |
| 1Y | +13.0% | +7.1% | +5.9% | +11.2% |
| 3Y | +71.6% | +15.1% | +56.5% | +62.6% |
| All | +36.7% | -18.5% | +55.2% | +37.7% |
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