+2,078.2%
AEM vs IAG
+303.8%
+1,774.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.0% | -0.6% |
| 7D | -6.8% | -7.7% | +0.8% | -2.7% |
| 30D | +0.8% | +1.6% | -0.8% | 0.0% |
| 3M | -0.8% | -2.4% | +1.6% | +0.7% |
| 6M | -8.5% | -7.8% | -0.7% | -4.8% |
| YTD | +5.9% | +5.0% | +0.9% | +1.4% |
| 1Y | +6.6% | +25.7% | -19.1% | -7.6% |
| 3Y | +302.2% | +694.5% | -392.3% | +13.7% |
| 5Y | +250.8% | +421.7% | -170.9% | +6.9% |
| 10Y | +406.1% | +382.5% | +23.6% | +20.5% |
| All | +2,078.2% | +303.8% | +1,774.4% | +227.7% |
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 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