+137.9%
IEMG vs ACGL
+277.0%
-139.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -0.9% | -3.6% | +2.8% | 0.0% |
| 30D | +2.1% | -2.1% | +4.2% | +2.6% |
| 3M | +4.6% | +5.4% | -0.8% | +2.7% |
| 6M | +14.0% | 0.0% | +14.0% | +13.2% |
| YTD | +22.3% | +0.3% | +22.0% | +21.1% |
| 1Y | +30.7% | +6.2% | +24.5% | +26.9% |
| 3Y | +83.2% | +30.9% | +52.3% | +62.8% |
| 5Y | +47.0% | +159.8% | -112.8% | +0.3% |
| All | +137.9% | +277.0% | -139.1% | +41.4% |
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