+142.3%
IEMG vs AON
+561.0%
-418.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.7% |
| 7D | -1.3% | -6.3% | +5.0% | +0.6% |
| 30D | +1.9% | -14.1% | +16.0% | +6.2% |
| 3M | +1.4% | -9.5% | +10.9% | +3.4% |
| 6M | +15.2% | -4.0% | +19.2% | +14.6% |
| YTD | +23.8% | -13.8% | +37.6% | +27.1% |
| 1Y | +30.7% | -18.3% | +48.9% | +36.3% |
| 3Y | +83.3% | -7.2% | +90.5% | +79.2% |
| 5Y | +48.8% | +7.3% | +41.4% | +34.1% |
| 10Y | +142.8% | +203.6% | -60.8% | +23.7% |
| All | +142.3% | +561.0% | -418.7% | -14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling