+9.1%
AON vs IAG
+796.9%
-787.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.0% |
| 7D | -5.9% | -4.1% | -1.8% | -5.9% |
| 30D | -13.7% | +10.6% | -24.3% | -13.7% |
| 3M | -8.3% | +35.4% | -43.7% | -8.5% |
| 6M | -3.6% | -9.5% | +5.9% | -3.3% |
| YTD | -12.4% | +21.8% | -34.2% | -13.0% |
| 1Y | -14.6% | +84.1% | -98.8% | -16.6% |
| 3Y | -5.7% | +817.4% | -823.1% | -13.9% |
| 5Y | +9.1% | +830.1% | -820.9% | -0.7% |
| All | +9.1% | +796.9% | -787.7% | -0.7% |
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