+48.3%
IEMG vs APTV
-69.3%
+117.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | -1.3% | -5.0% | +3.7% | -0.2% |
| 30D | +1.9% | -6.1% | +8.0% | +3.3% |
| 3M | +1.4% | -33.0% | +34.4% | +10.5% |
| 6M | +15.2% | -35.2% | +50.4% | +25.7% |
| YTD | +23.8% | -40.1% | +64.0% | +37.1% |
| 1Y | +30.7% | -45.6% | +76.3% | +47.8% |
| 3Y | +83.3% | -54.4% | +137.6% | +111.0% |
| All | +48.3% | -69.3% | +117.6% | +79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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