+13.3%
ACGL vs IAG
+5.8%
+7.5%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +7.2% | -10.2% | -2.5% |
| 7D | +0.9% | +21.4% | -20.6% | +2.1% |
| 30D | +13.7% | +4.0% | +9.7% | +13.9% |
| 3M | +8.0% | +17.0% | -9.0% | +9.9% |
| 6M | +13.3% | +1.4% | +11.9% | +15.0% |
| All | +13.3% | +5.8% | +7.5% | +15.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling