-47.8%
ACM vs IAG
+102.4%
-150.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -13.7% |
| 3M | -9.8% | +33.0% | -42.8% | -12.3% |
| 6M | -31.4% | -6.0% | -25.4% | -31.3% |
| YTD | -32.1% | +24.6% | -56.6% | -33.7% |
| 1Y | -47.8% | +105.0% | -152.8% | -51.7% |
| All | -47.8% | +102.4% | -150.2% | -51.7% |
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