+53.1%
AIG vs IAG
+820.9%
-767.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.4% |
| 7D | -1.2% | -1.1% | -0.1% | -1.1% |
| 30D | -1.1% | +12.1% | -13.2% | -1.4% |
| 3M | +0.7% | +25.5% | -24.8% | -0.1% |
| 6M | -2.2% | -7.1% | +4.9% | -2.2% |
| YTD | -10.8% | +22.9% | -33.7% | -11.9% |
| 1Y | -2.0% | +83.3% | -85.4% | -4.9% |
| 3Y | +34.8% | +808.5% | -773.7% | +20.9% |
| All | +53.1% | +820.9% | -767.8% | +32.3% |
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