+1,226.7%
ACN vs IAG
+377.5%
+849.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.1% | -3.2% |
| 7D | -1.5% | -0.5% | -1.0% | -1.5% |
| 30D | +9.4% | +28.9% | -19.5% | +8.0% |
| 3M | +5.6% | +19.1% | -13.5% | +4.5% |
| 6M | -9.3% | -10.3% | +1.0% | -9.2% |
| YTD | -29.0% | +24.2% | -53.2% | -30.3% |
| 1Y | -24.7% | +116.5% | -141.1% | -28.5% |
| 3Y | -39.8% | +742.8% | -782.6% | -47.8% |
| 5Y | -40.9% | +753.3% | -794.3% | -49.9% |
| 10Y | +91.1% | +403.2% | -312.1% | +60.1% |
| All | +1,226.7% | +377.5% | +849.2% | +953.4% |
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