+1,016.1%
AEP vs IAG
+378.9%
+637.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.7% |
| 7D | +0.9% | +1.7% | -0.8% | +0.8% |
| 30D | +1.5% | +11.4% | -10.0% | +0.7% |
| 3M | -1.7% | +33.0% | -34.7% | -3.6% |
| 6M | -4.0% | -6.0% | +2.0% | -4.3% |
| YTD | +10.6% | +24.6% | -14.0% | +8.1% |
| 1Y | +18.6% | +105.0% | -86.4% | +12.0% |
| 3Y | +78.7% | +837.9% | -759.2% | +50.7% |
| 5Y | +65.1% | +817.0% | -751.9% | +36.4% |
| 10Y | +177.7% | +425.3% | -247.6% | +126.4% |
| All | +1,016.1% | +378.9% | +637.2% | +706.2% |
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