+90.5%
AA vs IAG
+797.8%
-707.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.3% | +4.1% |
| 7D | +1.7% | +4.3% | -2.6% | +0.3% |
| 30D | +3.3% | +9.8% | -6.4% | 0.0% |
| 3M | -29.4% | +28.9% | -58.3% | -35.3% |
| 6M | -12.8% | -7.6% | -5.2% | -12.6% |
| YTD | -2.1% | +22.0% | -24.1% | -10.6% |
| 1Y | +62.8% | +99.5% | -36.7% | +29.5% |
| 3Y | +90.5% | +818.3% | -727.8% | -13.5% |
| All | +90.5% | +797.8% | -707.3% | -13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling