+145.4%
IEMG vs ACGL
+598.6%
-453.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.1% |
| 7D | +2.2% | -0.7% | +3.0% | +2.4% |
| 30D | +4.6% | -1.0% | +5.6% | +4.8% |
| 3M | +0.4% | +11.0% | -10.7% | -3.3% |
| 6M | +16.4% | -0.3% | +16.7% | +15.6% |
| YTD | +25.4% | +2.3% | +23.2% | +23.3% |
| 1Y | +38.3% | +6.4% | +31.9% | +33.9% |
| 3Y | +84.1% | +34.0% | +50.1% | +60.6% |
| 5Y | +49.0% | +161.6% | -112.7% | -1.6% |
| 10Y | +141.8% | +278.6% | -136.8% | +27.6% |
| All | +145.4% | +598.6% | -453.2% | -3.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling