+1,221.1%
AFL vs IAG
+303.8%
+917.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.8% |
| 7D | +2.9% | -7.7% | +10.5% | +3.4% |
| 30D | +8.0% | +1.6% | +6.4% | +7.6% |
| 3M | +5.9% | -2.4% | +8.3% | +5.7% |
| 6M | +11.6% | -7.8% | +19.5% | +11.4% |
| YTD | +17.5% | +5.0% | +12.5% | +15.1% |
| 1Y | +13.3% | +25.7% | -12.4% | +9.3% |
| 3Y | +67.0% | +694.5% | -627.5% | +36.1% |
| 5Y | +150.6% | +421.7% | -271.0% | +104.8% |
| 10Y | +343.1% | +382.5% | -39.4% | +240.7% |
| All | +1,221.1% | +303.8% | +917.3% | +789.7% |
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