+49.9%
IEMG vs ALHC
-27.5%
+77.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | -0.4% |
| 7D | +1.6% | -4.1% | +5.7% | +1.8% |
| 30D | +4.6% | -5.4% | +10.1% | +4.8% |
| 3M | +4.8% | -32.1% | +37.0% | +6.2% |
| 6M | +16.8% | -28.5% | +45.3% | +17.6% |
| YTD | +24.8% | -34.0% | +58.9% | +26.1% |
| 1Y | +34.3% | -20.9% | +55.2% | +34.3% |
| 3Y | +87.0% | +151.5% | -64.6% | +68.9% |
| 5Y | +49.9% | -28.8% | +78.8% | +38.8% |
| All | +49.9% | -27.5% | +77.4% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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