+246.3%
ACN vs IEMG
+143.9%
+102.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.2% |
| 7D | -4.8% | +2.8% | -7.6% | -6.3% |
| 30D | +1.9% | +4.6% | -2.8% | -0.8% |
| 3M | +3.9% | +5.5% | -1.6% | -1.4% |
| 6M | -15.0% | +19.7% | -34.7% | -26.5% |
| YTD | -31.9% | +25.5% | -57.4% | -43.3% |
| 1Y | -28.5% | +35.5% | -64.0% | -43.5% |
| 3Y | -41.9% | +88.0% | -129.9% | -63.5% |
| 5Y | -42.9% | +50.6% | -93.4% | -58.5% |
| 10Y | +88.7% | +138.4% | -49.6% | +0.9% |
| All | +246.3% | +143.9% | +102.4% | +75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IEMG.
Daily Out/Under-Performance
Portfolio return minus IEMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEMG 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 IEMG 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