+599.8%
AEE vs IAG
+303.8%
+296.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | +0.1% | +1.0% |
| 7D | +1.7% | -7.7% | +9.4% | +2.2% |
| 30D | +9.7% | +1.6% | +8.2% | +9.5% |
| 3M | +5.9% | -2.4% | +8.3% | +5.8% |
| 6M | +6.7% | -7.8% | +14.5% | +6.6% |
| YTD | +17.4% | +5.0% | +12.3% | +15.6% |
| 1Y | +12.7% | +25.7% | -13.0% | +9.6% |
| 3Y | +68.2% | +694.5% | -626.3% | +42.9% |
| 5Y | +57.3% | +421.7% | -364.4% | +33.9% |
| 10Y | +220.6% | +382.5% | -161.8% | +162.0% |
| All | +599.8% | +303.8% | +296.0% | +387.6% |
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 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