+186.5%
AEE vs IAG
+427.6%
-241.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | -0.1% |
| 7D | -0.8% | -1.1% | +0.3% | -0.7% |
| 30D | -2.9% | +12.1% | -15.0% | -3.6% |
| 3M | -2.4% | +25.5% | -27.9% | -4.0% |
| 6M | -2.7% | -7.1% | +4.4% | -2.8% |
| YTD | +7.3% | +22.9% | -15.6% | +4.9% |
| 1Y | +7.5% | +83.3% | -75.8% | +2.2% |
| 3Y | +46.2% | +808.5% | -762.3% | +23.0% |
| 5Y | +39.7% | +838.0% | -798.3% | +14.5% |
| All | +186.5% | +427.6% | -241.1% | +129.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling