+1,079.4%
AEIS vs IAG
+303.8%
+775.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.1% | -5.0% | -4.1% |
| 7D | +11.5% | -7.7% | +19.2% | +12.5% |
| 30D | -15.8% | +1.6% | -17.3% | -16.0% |
| 3M | -33.3% | -2.4% | -30.9% | -33.3% |
| 6M | -35.2% | -7.8% | -27.4% | -34.9% |
| YTD | +5.0% | +5.0% | 0.0% | +3.3% |
| 1Y | +8.5% | +25.7% | -17.2% | +4.6% |
| 3Y | +152.9% | +694.5% | -541.6% | +94.8% |
| 5Y | +144.6% | +421.7% | -277.1% | +89.0% |
| 10Y | +337.1% | +382.5% | -45.3% | +220.7% |
| All | +1,079.4% | +303.8% | +775.6% | +603.4% |
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 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