+61.0%
AA vs IAG
+119.5%
-58.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -1.3% |
| 7D | -0.7% | -0.5% | -0.2% | -0.7% |
| 30D | +5.0% | +28.9% | -23.9% | -5.3% |
| 3M | -35.8% | +19.1% | -55.0% | -40.7% |
| 6M | -18.4% | -10.3% | -8.1% | -17.6% |
| YTD | -5.5% | +24.2% | -29.7% | -17.2% |
| 1Y | +61.0% | +116.5% | -55.5% | +19.9% |
| All | +61.0% | +119.5% | -58.5% | +19.9% |
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 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