+170.8%
AEP vs IAG
+423.2%
-252.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.8% |
| 7D | -1.0% | -4.1% | +3.1% | -0.8% |
| 30D | -0.1% | +10.6% | -10.7% | -0.8% |
| 3M | -3.2% | +35.4% | -38.6% | -5.2% |
| 6M | -5.3% | -9.5% | +4.3% | -5.2% |
| YTD | +9.5% | +21.8% | -12.3% | +7.1% |
| 1Y | +17.5% | +84.1% | -66.6% | +11.6% |
| 3Y | +77.0% | +817.4% | -740.4% | +48.0% |
| 5Y | +66.4% | +830.1% | -763.7% | +35.6% |
| All | +170.8% | +423.2% | -252.4% | +116.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling