+211.7%
AEP vs IAG
+389.3%
-177.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.8% | +0.2% |
| 7D | +2.9% | -7.7% | +10.5% | +3.3% |
| 30D | +3.2% | +1.6% | +1.6% | +3.0% |
| 3M | +3.8% | -2.4% | +6.2% | +3.7% |
| 6M | +2.5% | -7.8% | +10.3% | +2.4% |
| YTD | +15.5% | +5.0% | +10.4% | +13.7% |
| 1Y | +9.6% | +25.7% | -16.1% | +6.7% |
| 3Y | +91.2% | +694.5% | -603.3% | +61.4% |
| 5Y | +88.2% | +421.7% | -333.5% | +58.6% |
| All | +211.7% | +389.3% | -177.6% | +149.3% |
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