+416.2%
AME vs IAG
+423.2%
-7.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.8% |
| 7D | 0.0% | -4.1% | +4.1% | +0.2% |
| 30D | -8.6% | +10.6% | -19.2% | -9.1% |
| 3M | +5.8% | +35.4% | -29.6% | +4.1% |
| 6M | +3.8% | -9.5% | +13.4% | +3.8% |
| YTD | +14.4% | +21.8% | -7.4% | +12.9% |
| 1Y | +25.8% | +84.1% | -58.4% | +22.0% |
| 3Y | +55.2% | +817.4% | -762.2% | +39.8% |
| 5Y | +85.5% | +830.1% | -744.6% | +63.6% |
| All | +416.2% | +423.2% | -7.0% | +359.1% |
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 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