-43.6%
ACI vs IAG
+797.8%
-841.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.8% | -1.5% | -3.2% |
| 7D | -2.6% | +4.3% | -6.8% | -2.6% |
| 30D | +1.1% | +9.8% | -8.7% | +0.9% |
| 3M | -23.6% | +28.9% | -52.6% | -24.1% |
| 6M | -29.9% | -7.6% | -22.4% | -29.7% |
| YTD | -26.9% | +22.0% | -48.8% | -27.8% |
| 1Y | -34.2% | +99.5% | -133.8% | -36.8% |
| 3Y | -43.6% | +818.3% | -861.9% | -49.4% |
| All | -43.6% | +797.8% | -841.4% | -49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling