+343.5%
AEM vs IAG
+817.0%
-473.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.8% | -0.7% |
| 7D | +3.0% | +1.7% | +1.3% | +2.2% |
| 30D | +12.5% | +11.4% | +1.0% | +6.6% |
| 3M | +26.9% | +33.0% | -6.1% | +9.6% |
| 6M | -9.4% | -6.0% | -3.5% | -7.9% |
| YTD | +20.3% | +24.6% | -4.3% | +7.2% |
| 1Y | +33.8% | +105.0% | -71.2% | -4.3% |
| All | +343.5% | +817.0% | -473.4% | +63.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling