-9.7%
AA vs IAG
+299.6%
-309.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.1% | +3.7% | -0.2% |
| 7D | +5.3% | -2.1% | +7.3% | +5.8% |
| 30D | -2.3% | -6.2% | +3.9% | -1.0% |
| 3M | -20.8% | -5.1% | -15.7% | -20.3% |
| 6M | -39.8% | -10.0% | -29.8% | -38.9% |
| YTD | -23.3% | +3.9% | -27.2% | -25.6% |
| 1Y | +1.8% | +18.9% | -17.0% | -4.1% |
| 3Y | +69.5% | +651.8% | -582.2% | +0.8% |
| 5Y | -18.0% | +416.3% | -434.2% | -50.0% |
| 10Y | +45.7% | +377.4% | -331.8% | -21.4% |
| All | -9.7% | +299.6% | -309.3% | -66.9% |
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