-68.8%
AAOX vs IAG
+22.8%
-91.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -2.2% | +12.7% | +12.9% |
| 7D | -2.5% | -0.5% | -2.0% | -2.7% |
| 30D | -41.1% | +28.9% | -70.0% | -56.8% |
| 3M | -84.7% | +19.1% | -103.8% | -87.5% |
| All | -68.8% | +22.8% | -91.6% | -73.6% |
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 · Available span rolling