+132.5%
ACM vs IAG
+401.0%
-268.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.1% | -5.2% | -3.2% |
| 7D | -3.7% | +1.7% | -5.4% | -3.8% |
| 30D | -12.7% | +11.4% | -24.1% | -13.4% |
| 3M | -9.8% | +33.0% | -42.8% | -11.9% |
| 6M | -31.4% | -6.0% | -25.4% | -31.6% |
| YTD | -32.1% | +24.6% | -56.6% | -33.8% |
| 1Y | -47.8% | +105.0% | -152.8% | -51.0% |
| 3Y | -22.1% | +837.9% | -860.0% | -35.7% |
| 5Y | +1.8% | +817.0% | -815.2% | -18.4% |
| 10Y | +132.5% | +425.3% | -292.8% | +83.4% |
| All | +132.5% | +401.0% | -268.4% | +83.4% |
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 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