+237.1%
AEIS vs IAG
+804.8%
-567.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.4% |
| 7D | +6.5% | +1.7% | +4.8% | +6.2% |
| 30D | -9.2% | +11.4% | -20.6% | -10.8% |
| 3M | -8.3% | +33.0% | -41.4% | -12.5% |
| 6M | -6.3% | -6.0% | -0.3% | -6.8% |
| YTD | +36.5% | +24.6% | +11.9% | +30.8% |
| 1Y | +84.8% | +105.0% | -20.2% | +67.1% |
| 3Y | +176.6% | +837.9% | -661.3% | +107.9% |
| 5Y | +237.1% | +817.0% | -579.9% | +134.4% |
| All | +237.1% | +804.8% | -567.7% | +134.4% |
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