-67.5%
AAOX vs IAG
+23.1%
-90.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +2.1% | -8.4% | -8.5% |
| 7D | +8.3% | +1.7% | +6.7% | +5.2% |
| 30D | -41.8% | +11.4% | -53.3% | -49.7% |
| 3M | -73.3% | +33.0% | -106.3% | -80.7% |
| All | -67.5% | +23.1% | -90.6% | -72.7% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling