+252.7%
ACM vs IAG
+165.6%
+87.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.7% | +7.3% | +1.3% |
| 7D | +6.6% | +16.8% | -10.2% | +4.9% |
| 30D | +19.8% | -1.5% | +21.3% | +19.7% |
| 3M | -3.1% | +0.5% | -3.6% | -3.5% |
| 6M | -11.5% | -1.0% | -10.5% | -12.2% |
| YTD | -24.7% | +12.3% | -37.0% | -26.9% |
| 1Y | -45.1% | +39.2% | -84.3% | -47.9% |
| 3Y | -8.9% | +712.3% | -721.2% | -30.4% |
| 5Y | +5.4% | +484.2% | -478.8% | -19.9% |
| 10Y | +131.1% | +382.3% | -251.2% | +64.8% |
| All | +252.7% | +165.6% | +87.2% | +85.9% |
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