+4,554.8%
AME vs IAG
+377.5%
+4,177.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +1.6% |
| 7D | +0.6% | -0.5% | +1.2% | +0.6% |
| 30D | -6.7% | +28.9% | -35.6% | -8.3% |
| 3M | +4.1% | +19.1% | -15.1% | +2.6% |
| 6M | +1.6% | -10.3% | +11.8% | +1.7% |
| YTD | +16.1% | +24.2% | -8.1% | +13.6% |
| 1Y | +27.3% | +116.5% | -89.2% | +19.9% |
| 3Y | +50.9% | +742.8% | -691.9% | +27.6% |
| 5Y | +81.4% | +753.3% | -672.0% | +49.3% |
| 10Y | +417.0% | +403.2% | +13.8% | +317.0% |
| All | +4,554.8% | +377.5% | +4,177.3% | +3,349.4% |
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