-89.2%
AIG vs IAG
+378.9%
-468.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.7% | +0.3% |
| 7D | -1.4% | +1.7% | -3.1% | -1.6% |
| 30D | -3.3% | +11.4% | -14.8% | -4.2% |
| 3M | +2.2% | +33.0% | -30.9% | -0.4% |
| 6M | -2.1% | -6.0% | +3.9% | -2.4% |
| YTD | -11.2% | +24.6% | -35.8% | -13.8% |
| 1Y | -2.1% | +105.0% | -107.1% | -9.2% |
| 3Y | +34.4% | +837.9% | -803.5% | +7.3% |
| 5Y | +53.7% | +817.0% | -763.2% | +18.6% |
| 10Y | +64.4% | +425.3% | -360.9% | +23.5% |
| All | -89.2% | +378.9% | -468.1% | -93.1% |
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