+39.8%
AEE vs IAG
+796.9%
-757.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -1.1% |
| 7D | -0.7% | -4.1% | +3.4% | -0.4% |
| 30D | -2.0% | +10.6% | -12.6% | -2.7% |
| 3M | -2.8% | +35.4% | -38.2% | -5.1% |
| 6M | -3.6% | -9.5% | +6.0% | -3.4% |
| YTD | +7.3% | +21.8% | -14.5% | +4.6% |
| 1Y | +8.7% | +84.1% | -75.4% | +2.1% |
| 3Y | +46.0% | +817.4% | -771.3% | +16.6% |
| 5Y | +39.8% | +830.1% | -790.3% | +8.4% |
| All | +39.8% | +796.9% | -757.1% | +8.4% |
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 · 6 months rolling