+1,677.2%
AON vs IAG
+368.9%
+1,308.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -2.2% |
| 7D | -3.2% | +4.3% | -7.5% | -3.4% |
| 30D | -11.9% | +9.8% | -21.6% | -12.2% |
| 3M | -2.9% | +28.9% | -31.8% | -3.9% |
| 6M | -6.8% | -7.6% | +0.8% | -6.9% |
| YTD | -10.1% | +22.0% | -32.0% | -11.4% |
| 1Y | -14.2% | +99.5% | -113.7% | -17.5% |
| 3Y | -3.3% | +818.3% | -821.5% | -13.9% |
| 5Y | +13.6% | +785.9% | -772.3% | -0.5% |
| 10Y | +209.2% | +381.1% | -171.9% | +168.3% |
| All | +1,677.2% | +368.9% | +1,308.3% | +1,291.0% |
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 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