+330.6%
ACGL vs IAG
+326.7%
+3.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.8% | -5.0% | +0.6% |
| 7D | -1.1% | +24.0% | -25.1% | -1.7% |
| 30D | +13.1% | +5.5% | +7.6% | +12.9% |
| 3M | +9.8% | +8.3% | +1.5% | +9.4% |
| 6M | +15.3% | +6.1% | +9.2% | +14.8% |
| YTD | +12.7% | +20.3% | -7.6% | +11.4% |
| 1Y | +20.7% | +56.5% | -35.8% | +18.1% |
| 3Y | +34.3% | +762.6% | -728.3% | +23.0% |
| 5Y | +170.6% | +546.3% | -375.7% | +145.3% |
| 10Y | +330.6% | +356.1% | -25.5% | +285.6% |
| All | +330.6% | +326.7% | +3.9% | +285.6% |
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