+85.2%
AME vs IAG
+804.8%
-719.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.8% | -0.8% |
| 7D | +1.3% | +1.7% | -0.4% | +1.2% |
| 30D | -6.6% | +11.4% | -18.0% | -7.3% |
| 3M | +3.0% | +33.0% | -30.1% | +0.8% |
| 6M | +5.3% | -6.0% | +11.3% | +4.9% |
| YTD | +15.4% | +24.6% | -9.1% | +13.1% |
| 1Y | +26.8% | +105.0% | -78.2% | +20.5% |
| 3Y | +56.5% | +837.9% | -781.4% | +32.8% |
| 5Y | +85.2% | +817.0% | -731.7% | +49.0% |
| All | +85.2% | +804.8% | -719.6% | +49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling