+8.5%
AEIS vs IAG
+19.6%
-11.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.1% | -5.0% | -4.3% |
| 7D | +11.5% | -7.7% | +19.2% | +14.1% |
| 30D | -15.8% | +1.6% | -17.3% | -16.3% |
| 3M | -33.3% | -2.4% | -30.9% | -33.1% |
| 6M | -35.2% | -7.8% | -27.4% | -35.2% |
| YTD | +5.0% | +5.0% | 0.0% | +1.7% |
| 1Y | +8.5% | +25.7% | -17.2% | -4.6% |
| All | +8.5% | +19.6% | -11.1% | -4.6% |
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 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