+63.5%
AA vs IAG
+102.4%
-38.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.1% | -2.7% |
| 7D | -0.6% | +1.7% | -2.3% | -1.3% |
| 30D | -1.6% | +11.4% | -13.0% | -6.0% |
| 3M | -29.8% | +33.0% | -62.8% | -37.8% |
| 6M | -16.6% | -6.0% | -10.6% | -17.2% |
| YTD | -4.0% | +24.6% | -28.6% | -16.0% |
| 1Y | +63.5% | +105.0% | -41.5% | +34.2% |
| All | +63.5% | +102.4% | -38.9% | +34.2% |
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