-44.0%
ACI vs IAG
+804.8%
-848.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.1% | -4.5% | -2.5% |
| 7D | -5.0% | +1.7% | -6.7% | -5.1% |
| 30D | -2.3% | +11.4% | -13.8% | -2.8% |
| 3M | -23.2% | +33.0% | -56.2% | -24.3% |
| 6M | -29.5% | -6.0% | -23.5% | -29.5% |
| YTD | -28.6% | +24.6% | -53.2% | -30.1% |
| 1Y | -34.0% | +105.0% | -139.0% | -37.6% |
| 3Y | -45.0% | +837.9% | -882.9% | -53.9% |
| 5Y | -44.0% | +817.0% | -861.0% | -56.4% |
| All | -44.0% | +804.8% | -848.9% | -56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling