-19.6%
ACM vs IAG
+797.8%
-817.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.7% |
| 7D | -0.3% | +4.3% | -4.5% | -0.6% |
| 30D | -12.9% | +9.8% | -22.7% | -13.6% |
| 3M | -6.4% | +28.9% | -35.3% | -8.4% |
| 6M | -29.2% | -7.6% | -21.6% | -29.3% |
| YTD | -29.9% | +22.0% | -51.9% | -31.5% |
| 1Y | -47.3% | +99.5% | -146.8% | -50.3% |
| 3Y | -19.6% | +818.3% | -837.9% | -33.3% |
| All | -19.6% | +797.8% | -817.4% | -33.3% |
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