+87.4%
AEIS vs IAG
+119.5%
-32.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.2% | +4.6% | +3.1% |
| 7D | +3.0% | -0.5% | +3.5% | +3.1% |
| 30D | -14.6% | +28.9% | -43.5% | -21.6% |
| 3M | -12.4% | +19.1% | -31.6% | -18.3% |
| 6M | -15.0% | -10.3% | -4.7% | -15.7% |
| YTD | +34.3% | +24.2% | +10.1% | +21.3% |
| 1Y | +87.4% | +116.5% | -29.1% | +45.3% |
| All | +87.4% | +119.5% | -32.1% | +45.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling