+140.8%
IEMG vs ACM
+134.0%
+6.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +0.9% |
| 7D | -1.3% | -4.6% | +3.3% | +0.1% |
| 30D | +1.9% | +4.1% | -2.2% | +0.4% |
| 3M | +1.4% | -8.3% | +9.7% | +3.2% |
| 6M | +15.2% | -30.1% | +45.2% | +27.5% |
| YTD | +23.8% | -32.6% | +56.4% | +37.9% |
| 1Y | +30.7% | -49.6% | +80.2% | +59.1% |
| 3Y | +83.3% | -23.0% | +106.3% | +91.4% |
| 5Y | +48.8% | +2.0% | +46.8% | +39.5% |
| All | +140.8% | +134.0% | +6.8% | +79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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