+23.8%
ALC vs IAG
+483.5%
-459.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -2.1% |
| 7D | -2.1% | -0.5% | -1.6% | -2.1% |
| 30D | -0.1% | +28.9% | -29.0% | -1.8% |
| 3M | +5.9% | +19.1% | -13.3% | +4.4% |
| 6M | -15.9% | -10.3% | -5.7% | -15.8% |
| YTD | -10.1% | +24.2% | -34.3% | -12.2% |
| 1Y | -10.2% | +116.5% | -126.7% | -15.9% |
| 3Y | -13.6% | +742.8% | -756.4% | -27.4% |
| 5Y | -15.1% | +753.3% | -768.5% | -30.8% |
| All | +23.8% | +483.5% | -459.7% | +4.1% |
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