-45.3%
ACHR vs IAG
+425.9%
-471.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.4% |
| 7D | -5.4% | -4.1% | -1.3% | -4.6% |
| 30D | -19.7% | +10.6% | -30.4% | -21.7% |
| 3M | +7.9% | +35.4% | -27.5% | +0.7% |
| 6M | -13.8% | -9.5% | -4.2% | -13.3% |
| YTD | -27.5% | +21.8% | -49.4% | -31.3% |
| 1Y | -33.9% | +84.1% | -118.1% | -41.8% |
| 3Y | -20.0% | +817.4% | -837.3% | -51.3% |
| 5Y | -44.0% | +830.1% | -874.1% | -67.0% |
| All | -45.3% | +425.9% | -471.3% | -66.8% |
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