+11.3%
AA vs IAG
+377.5%
-366.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -1.6% |
| 7D | -0.7% | -0.5% | -0.2% | -0.7% |
| 30D | +5.0% | +28.9% | -23.9% | -1.3% |
| 3M | -35.8% | +19.1% | -55.0% | -38.7% |
| 6M | -18.4% | -10.3% | -8.1% | -17.4% |
| YTD | -5.5% | +24.2% | -29.7% | -11.7% |
| 1Y | +61.0% | +116.5% | -55.5% | +32.2% |
| 3Y | +66.2% | +742.8% | -676.6% | -3.9% |
| 5Y | +11.4% | +753.3% | -741.9% | -39.0% |
| 10Y | +116.9% | +403.2% | -286.3% | +14.5% |
| All | +11.3% | +377.5% | -366.2% | -60.7% |
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