+331.1%
ACGL vs IAG
+365.5%
-34.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +7.2% | -10.2% | -3.2% |
| 7D | +0.9% | +21.4% | -20.6% | +0.3% |
| 30D | +13.7% | +4.0% | +9.7% | +13.5% |
| 3M | +8.0% | +17.0% | -9.0% | +7.4% |
| 6M | +13.3% | +1.4% | +11.9% | +13.0% |
| YTD | +11.8% | +13.8% | -1.9% | +10.7% |
| 1Y | +22.2% | +55.8% | -33.6% | +19.5% |
| 3Y | +32.5% | +647.4% | -614.9% | +21.8% |
| 5Y | +160.2% | +519.1% | -358.9% | +136.2% |
| All | +331.1% | +365.5% | -34.4% | +288.6% |
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