+435.3%
AME vs IAG
+410.5%
+24.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +0.7% |
| 7D | +1.1% | +3.4% | -2.3% | +0.9% |
| 30D | -4.1% | -2.7% | -1.4% | -4.0% |
| 3M | -6.3% | -0.5% | -5.8% | -6.5% |
| 6M | +3.5% | -4.8% | +8.4% | +3.4% |
| YTD | +17.3% | +9.6% | +7.7% | +16.2% |
| 1Y | +22.0% | +32.2% | -10.2% | +20.0% |
| 3Y | +62.0% | +692.5% | -630.5% | +47.0% |
| 5Y | +78.5% | +447.6% | -369.1% | +59.4% |
| All | +435.3% | +410.5% | +24.8% | +383.1% |
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