-46.3%
ACM vs IAG
+25.8%
-72.1%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.1% | +4.9% | +0.3% |
| 7D | +5.1% | -2.1% | +7.1% | +5.2% |
| 30D | +18.7% | -6.2% | +24.9% | +19.0% |
| 3M | +15.5% | -5.1% | +20.6% | +15.4% |
| 6M | +1.2% | -10.0% | +11.2% | +1.4% |
| YTD | -25.2% | +3.9% | -29.2% | -26.0% |
| 1Y | -46.3% | +18.9% | -65.2% | -49.1% |
| All | -46.3% | +25.8% | -72.1% | -49.1% |
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