+135.2%
IEMG vs ACGL
+329.5%
-194.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | +0.7% | -1.4% | +2.1% | +1.0% |
| 30D | -6.4% | +12.4% | -18.8% | -9.2% |
| 3M | -5.5% | +11.1% | -16.6% | -8.2% |
| 6M | -8.3% | +16.3% | -24.7% | -12.5% |
| YTD | +13.2% | +13.8% | -0.6% | +8.3% |
| 1Y | +13.0% | +20.4% | -7.4% | +6.4% |
| 3Y | +71.6% | +33.6% | +38.0% | +53.0% |
| 5Y | +37.1% | +176.8% | -139.7% | -7.5% |
| 10Y | +135.2% | +324.6% | -189.3% | +38.9% |
| All | +135.2% | +329.5% | -194.2% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling