+2.5%
ALC vs IAG
+621.5%
-619.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +7.2% | -9.3% | -2.6% |
| 7D | +4.9% | +21.4% | -16.5% | +3.5% |
| 30D | +19.0% | +4.0% | +14.9% | +18.4% |
| 3M | +7.8% | +17.0% | -9.3% | +6.2% |
| 6M | +14.6% | +1.4% | +13.2% | +13.8% |
| YTD | -4.4% | +13.8% | -18.2% | -6.8% |
| 1Y | +1.4% | +55.8% | -54.4% | -4.1% |
| 3Y | +2.5% | +647.4% | -644.9% | -19.6% |
| All | +2.5% | +621.5% | -619.0% | -19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling