+26.2%
ALC vs IAG
+388.3%
-362.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.1% | +4.3% | -0.5% |
| 7D | -6.2% | -2.1% | -4.1% | -6.1% |
| 30D | +14.0% | -6.2% | +20.2% | +14.3% |
| 3M | -2.4% | -5.1% | +2.8% | -2.3% |
| 6M | +12.6% | -10.0% | +22.6% | +12.7% |
| YTD | -8.4% | +3.9% | -12.4% | -9.8% |
| 1Y | -9.1% | +18.9% | -28.0% | -11.4% |
| 3Y | -0.3% | +651.8% | -652.0% | -15.7% |
| 5Y | -9.9% | +416.3% | -426.2% | -25.4% |
| All | +26.2% | +388.3% | -362.2% | +7.0% |
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