+550.7%
AEE vs IAG
+368.9%
+181.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.1% |
| 7D | +1.3% | +4.3% | -2.9% | +1.0% |
| 30D | -1.2% | +9.8% | -11.0% | -1.9% |
| 3M | +1.0% | +28.9% | -27.9% | -0.8% |
| 6M | -2.3% | -7.6% | +5.3% | -2.4% |
| YTD | +9.1% | +22.0% | -12.8% | +6.7% |
| 1Y | +10.6% | +99.5% | -88.9% | +4.5% |
| 3Y | +48.5% | +818.3% | -769.8% | +25.2% |
| 5Y | +39.9% | +785.9% | -746.0% | +15.5% |
| 10Y | +185.7% | +381.1% | -195.4% | +133.3% |
| All | +550.7% | +368.9% | +181.9% | +350.2% |
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