+18.2%
AEP vs IAG
+119.5%
-101.4%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | -0.1% |
| 7D | +1.8% | -0.5% | +2.3% | +1.8% |
| 30D | -0.8% | +28.9% | -29.7% | -1.2% |
| 3M | -1.8% | +19.1% | -21.0% | -2.1% |
| 6M | -5.4% | -10.3% | +4.9% | -5.1% |
| YTD | +10.4% | +24.2% | -13.7% | +9.8% |
| 1Y | +18.2% | +116.5% | -98.3% | +14.9% |
| All | +18.2% | +119.5% | -101.4% | +14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling