+37.1%
IEMG vs ACGL
+174.9%
-137.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | +0.7% | -1.4% | +2.1% | +0.8% |
| 30D | -6.4% | +12.4% | -18.8% | -7.1% |
| 3M | -5.5% | +11.1% | -16.6% | -6.2% |
| 6M | -8.3% | +16.3% | -24.7% | -9.6% |
| YTD | +13.2% | +13.8% | -0.6% | +11.7% |
| 1Y | +13.0% | +20.4% | -7.4% | +10.6% |
| 3Y | +71.6% | +33.6% | +38.0% | +63.3% |
| 5Y | +37.1% | +176.8% | -139.7% | +2.7% |
| All | +37.1% | +174.9% | -137.8% | +2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling