+2,399.0%
AEM vs IAG
+377.5%
+2,021.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | 0.0% |
| 7D | -0.5% | -0.5% | 0.0% | -0.2% |
| 30D | +24.0% | +28.9% | -4.9% | +7.8% |
| 3M | +16.1% | +19.1% | -3.1% | +5.0% |
| 6M | -11.6% | -10.3% | -1.4% | -7.1% |
| YTD | +21.5% | +24.2% | -2.6% | +6.1% |
| 1Y | +39.2% | +116.5% | -77.3% | -11.0% |
| 3Y | +347.4% | +742.8% | -395.4% | +21.3% |
| 5Y | +290.1% | +753.3% | -463.2% | -11.0% |
| 10Y | +357.8% | +403.2% | -45.4% | +5.2% |
| All | +2,399.0% | +377.5% | +2,021.5% | +242.9% |
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