+272.2%
ACGL vs IAG
+371.9%
-99.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.7% |
| 7D | -0.7% | -0.5% | -0.2% | -0.7% |
| 30D | -1.0% | +28.9% | -29.9% | -1.8% |
| 3M | +11.0% | +19.1% | -8.1% | +10.3% |
| 6M | -0.3% | -10.3% | +9.9% | -0.2% |
| YTD | +2.3% | +24.2% | -21.9% | +1.0% |
| 1Y | +6.4% | +116.5% | -110.1% | +2.7% |
| 3Y | +34.0% | +742.8% | -708.8% | +22.7% |
| 5Y | +161.6% | +753.3% | -591.7% | +135.4% |
| All | +272.2% | +371.9% | -99.7% | +232.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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