+145.6%
IEMG vs APO
+1,915.1%
-1,769.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.4% |
| 7D | +2.8% | +0.1% | +2.7% | +2.8% |
| 30D | +4.6% | +3.9% | +0.8% | +3.3% |
| 3M | +5.5% | +3.8% | +1.7% | +4.0% |
| 6M | +19.7% | +22.3% | -2.6% | +12.5% |
| YTD | +25.5% | -7.8% | +33.3% | +26.7% |
| 1Y | +35.5% | -0.3% | +35.9% | +33.2% |
| 3Y | +88.0% | +57.1% | +30.8% | +56.4% |
| 5Y | +50.6% | +137.0% | -86.4% | +7.4% |
| 10Y | +138.4% | +946.8% | -808.5% | +6.2% |
| All | +145.6% | +1,915.1% | -1,769.6% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APO.
Daily Out/Under-Performance
Portfolio return minus APO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APO 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 APO 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