+197.7%
AON vs IAG
+427.6%
-230.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -1.7% |
| 7D | -6.3% | -1.1% | -5.2% | -6.3% |
| 30D | -14.1% | +12.1% | -26.2% | -14.2% |
| 3M | -9.5% | +25.5% | -35.0% | -9.7% |
| 6M | -4.0% | -7.1% | +3.1% | -3.9% |
| YTD | -13.8% | +22.9% | -36.7% | -14.3% |
| 1Y | -18.3% | +83.3% | -101.6% | -19.5% |
| 3Y | -7.2% | +808.5% | -815.7% | -12.0% |
| 5Y | +7.3% | +838.0% | -830.6% | +0.7% |
| All | +197.7% | +427.6% | -230.0% | +181.8% |
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