+384.7%
AGI vs IAG
+820.9%
-436.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.3% |
| 7D | -2.7% | -1.1% | -1.7% | -2.2% |
| 30D | +7.2% | +12.1% | -4.9% | +1.2% |
| 3M | +4.3% | +25.5% | -21.3% | -7.4% |
| 6M | -27.1% | -7.1% | -20.0% | -24.7% |
| YTD | -6.6% | +22.9% | -29.5% | -15.4% |
| 1Y | +9.5% | +83.3% | -73.8% | -17.5% |
| 3Y | +208.4% | +808.5% | -600.1% | +6.2% |
| All | +384.7% | +820.9% | -436.2% | +57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling