+337.4%
AGI vs IAG
+427.6%
-90.2%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.2% |
| 7D | -2.7% | -1.1% | -1.7% | -2.1% |
| 30D | +7.2% | +12.1% | -4.9% | +0.2% |
| 3M | +4.3% | +25.5% | -21.3% | -9.3% |
| 6M | -27.1% | -7.1% | -20.0% | -24.4% |
| YTD | -6.6% | +22.9% | -29.5% | -17.8% |
| 1Y | +9.5% | +83.3% | -73.8% | -23.8% |
| 3Y | +208.4% | +808.5% | -600.1% | -26.3% |
| 5Y | +401.6% | +838.0% | -436.3% | -1.7% |
| All | +337.4% | +427.6% | -90.2% | +15.0% |
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