+30.7%
IEMG vs AG
+110.7%
-80.1%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.9% | +4.1% | +1.7% |
| 7D | -1.3% | -6.7% | +5.4% | -0.2% |
| 30D | +1.9% | +2.2% | -0.3% | +1.4% |
| 3M | +1.4% | +15.7% | -14.3% | -1.4% |
| 6M | +15.2% | -23.8% | +39.0% | +16.7% |
| YTD | +23.8% | +17.6% | +6.2% | +21.5% |
| 1Y | +30.7% | +88.6% | -58.0% | +24.7% |
| All | +30.7% | +110.7% | -80.1% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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