+20.2%
ALC vs IAG
+485.2%
-465.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.1% |
| 7D | -5.3% | +1.7% | -7.0% | -5.4% |
| 30D | -7.1% | +11.4% | -18.5% | -7.8% |
| 3M | +0.8% | +33.0% | -32.3% | -1.3% |
| 6M | -16.0% | -6.0% | -10.0% | -16.1% |
| YTD | -12.7% | +24.6% | -37.3% | -14.8% |
| 1Y | -12.8% | +105.0% | -117.8% | -18.1% |
| 3Y | -15.8% | +837.9% | -853.7% | -29.7% |
| 5Y | -16.7% | +817.0% | -833.6% | -32.1% |
| All | +20.2% | +485.2% | -465.0% | +1.0% |
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