+1,092.2%
AFL vs IAG
+368.9%
+723.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.6% |
| 7D | -0.7% | +4.3% | -5.0% | -1.0% |
| 30D | -7.1% | +9.8% | -16.9% | -7.8% |
| 3M | +0.4% | +28.9% | -28.5% | -1.8% |
| 6M | +4.5% | -7.6% | +12.1% | +4.3% |
| YTD | +6.1% | +22.0% | -15.9% | +3.1% |
| 1Y | +10.6% | +99.5% | -88.9% | +3.0% |
| 3Y | +64.0% | +818.3% | -754.2% | +32.4% |
| 5Y | +133.7% | +785.9% | -652.2% | +83.3% |
| 10Y | +298.0% | +381.1% | -83.1% | +206.3% |
| All | +1,092.2% | +368.9% | +723.4% | +696.5% |
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