+4,647.6%
AME vs IAG
+303.8%
+4,343.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.6% | +0.4% |
| 7D | +5.9% | -7.7% | +13.6% | +6.4% |
| 30D | -1.9% | +1.6% | -3.5% | -2.1% |
| 3M | -5.4% | -2.4% | -2.9% | -5.4% |
| 6M | +4.9% | -7.8% | +12.8% | +4.9% |
| YTD | +18.5% | +5.0% | +13.4% | +17.0% |
| 1Y | +25.5% | +25.7% | -0.2% | +22.4% |
| 3Y | +63.0% | +694.5% | -631.5% | +38.4% |
| 5Y | +78.3% | +421.7% | -343.4% | +51.5% |
| 10Y | +447.1% | +382.5% | +64.6% | +343.2% |
| All | +4,647.6% | +303.8% | +4,343.8% | +3,451.4% |
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