-10.7%
AA vs IAG
+331.8%
-342.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.7% | +2.3% | -2.9% |
| 7D | +1.2% | +16.8% | -15.6% | -2.4% |
| 30D | -5.0% | -1.5% | -3.5% | -4.8% |
| 3M | -22.2% | +0.5% | -22.7% | -22.7% |
| 6M | -36.3% | -1.0% | -35.4% | -36.8% |
| YTD | -24.2% | +12.3% | -36.5% | -27.7% |
| 1Y | +3.9% | +39.2% | -35.4% | -5.6% |
| 3Y | +67.6% | +712.3% | -644.7% | -2.1% |
| 5Y | -8.8% | +484.2% | -493.1% | -45.8% |
| 10Y | +45.0% | +382.3% | -337.3% | -22.0% |
| All | -10.7% | +331.8% | -342.5% | -67.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling