+34.3%
IEMG vs ACGL
+5.7%
+28.6%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -1.0% | -0.4% |
| 7D | +1.6% | -2.1% | +3.7% | +0.8% |
| 30D | +4.6% | -2.2% | +6.8% | +3.9% |
| 3M | +4.8% | +6.3% | -1.5% | +6.6% |
| 6M | +16.8% | +0.5% | +16.3% | +18.0% |
| YTD | +24.8% | +0.2% | +24.6% | +26.1% |
| 1Y | +34.3% | +7.3% | +27.0% | +37.9% |
| All | +34.3% | +5.7% | +28.6% | +37.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling