+20.2%
ALM vs IAG
+19.6%
+0.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.1% | +6.7% | +6.9% |
| 7D | +1.2% | -7.7% | +8.9% | +7.8% |
| 30D | -19.3% | +1.6% | -20.9% | -20.7% |
| 3M | -40.6% | -2.4% | -38.2% | -39.7% |
| 6M | -57.9% | -7.8% | -50.1% | -55.8% |
| YTD | -6.7% | +5.0% | -11.7% | -6.5% |
| 1Y | +20.2% | +25.7% | -5.5% | +11.6% |
| All | +20.2% | +19.6% | +0.6% | +11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling