+233.3%
ACM vs IAG
+169.0%
+64.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.2% | -7.2% | -0.7% |
| 7D | +5.4% | +21.4% | -16.1% | +3.3% |
| 30D | +15.1% | +4.0% | +11.1% | +14.4% |
| 3M | -10.5% | +17.0% | -27.5% | -12.2% |
| 6M | -19.7% | +1.4% | -21.1% | -20.5% |
| YTD | -28.8% | +13.8% | -42.6% | -31.0% |
| 1Y | -47.9% | +55.8% | -103.7% | -51.1% |
| 3Y | -12.4% | +647.4% | -659.8% | -32.5% |
| 5Y | +0.6% | +519.1% | -518.6% | -24.1% |
| 10Y | +161.3% | +345.6% | -184.3% | +87.9% |
| All | +233.3% | +169.0% | +64.3% | +75.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling