+299.9%
AEM vs IAG
+796.9%
-496.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.2% | -0.7% | -1.9% |
| 7D | -5.0% | -4.1% | -1.0% | -3.2% |
| 30D | +8.5% | +10.6% | -2.2% | +3.7% |
| 3M | +29.3% | +35.4% | -6.1% | +12.5% |
| 6M | -12.9% | -9.5% | -3.4% | -9.7% |
| YTD | +16.8% | +21.8% | -5.1% | +6.4% |
| 1Y | +29.8% | +84.1% | -54.3% | -0.4% |
| 3Y | +336.7% | +817.4% | -480.6% | +66.6% |
| 5Y | +299.9% | +830.1% | -530.2% | +48.0% |
| All | +299.9% | +796.9% | -496.9% | +48.0% |
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