+249.0%
AEM vs IAG
+421.7%
-172.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.0% | -0.5% |
| 7D | -6.8% | -7.7% | +0.8% | -3.2% |
| 30D | +0.8% | +1.6% | -0.8% | +0.2% |
| 3M | -0.8% | -2.4% | +1.6% | +0.7% |
| 6M | -8.5% | -7.8% | -0.7% | -5.1% |
| YTD | +5.9% | +5.0% | +0.9% | +3.5% |
| 1Y | +6.6% | +25.7% | -19.1% | -3.5% |
| 3Y | +302.2% | +694.5% | -392.3% | +63.1% |
| All | +249.0% | +421.7% | -172.7% | +51.7% |
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