+4.9%
AA vs IAG
+19.6%
-14.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.8% | -2.2% |
| 7D | +0.5% | -7.7% | +8.2% | +3.6% |
| 30D | -0.6% | +1.6% | -2.2% | -1.5% |
| 3M | -19.7% | -2.4% | -17.2% | -19.9% |
| 6M | -41.6% | -7.8% | -33.8% | -41.2% |
| YTD | -24.6% | +5.0% | -29.7% | -31.7% |
| 1Y | +4.9% | +25.7% | -20.8% | -16.2% |
| All | +4.9% | +19.6% | -14.7% | -16.2% |
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