+38.3%
IEMG vs AON
-13.5%
+51.8%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.8% | +1.3% |
| 7D | +2.2% | -9.1% | +11.3% | -0.3% |
| 30D | +4.6% | -10.2% | +14.9% | +1.6% |
| 3M | +0.4% | +0.5% | -0.1% | +1.0% |
| 6M | +16.4% | -4.8% | +21.2% | +16.3% |
| YTD | +25.4% | -8.0% | +33.4% | +24.5% |
| 1Y | +38.3% | -13.1% | +51.3% | +37.4% |
| All | +38.3% | -13.5% | +51.8% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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