+117.1%
AA vs IAG
+423.2%
-306.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.2% | -2.6% | -4.3% |
| 7D | -5.4% | -4.1% | -1.3% | -4.5% |
| 30D | -10.7% | +10.6% | -21.3% | -13.0% |
| 3M | -26.2% | +35.4% | -61.6% | -31.8% |
| 6M | -20.9% | -9.5% | -11.4% | -20.2% |
| YTD | -8.6% | +21.8% | -30.5% | -14.5% |
| 1Y | +57.4% | +84.1% | -26.8% | +34.0% |
| 3Y | +77.8% | +817.4% | -739.5% | +1.3% |
| 5Y | +2.7% | +830.1% | -827.4% | -44.4% |
| All | +117.1% | +423.2% | -306.0% | +20.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling