+323.5%
ACGL vs IAG
+384.2%
-60.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.1% | +5.2% | +0.2% |
| 7D | -1.2% | -2.1% | +0.9% | -1.2% |
| 30D | +12.8% | -6.2% | +19.0% | +12.9% |
| 3M | +12.3% | -5.1% | +17.4% | +12.3% |
| 6M | +15.8% | -10.0% | +25.8% | +15.9% |
| YTD | +13.9% | +3.9% | +9.9% | +12.9% |
| 1Y | +19.0% | +18.9% | +0.2% | +17.4% |
| 3Y | +33.7% | +651.8% | -618.1% | +22.5% |
| 5Y | +173.4% | +416.3% | -242.9% | +148.8% |
| All | +323.5% | +384.2% | -60.7% | +281.1% |
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