-31.5%
ACI vs IAG
+119.5%
-151.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | -0.4% |
| 7D | +0.2% | -0.5% | +0.7% | +0.2% |
| 30D | +5.9% | +28.9% | -23.0% | +6.8% |
| 3M | -19.8% | +19.1% | -38.9% | -19.1% |
| 6M | -24.7% | -10.3% | -14.5% | -23.9% |
| YTD | -24.4% | +24.2% | -48.6% | -24.0% |
| 1Y | -31.5% | +116.5% | -148.0% | -30.2% |
| All | -31.5% | +119.5% | -151.0% | -30.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling