+183.2%
APD vs IAG
+336.8%
-153.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.7% | +7.0% | +0.7% |
| 7D | -0.2% | +16.8% | -17.1% | -1.2% |
| 30D | +11.0% | -1.5% | +12.5% | +11.0% |
| 3M | +1.3% | +0.5% | +0.8% | +1.0% |
| 6M | +6.4% | -1.0% | +7.3% | +5.9% |
| YTD | +28.9% | +12.3% | +16.6% | +26.4% |
| 1Y | +23.2% | +39.2% | -16.0% | +19.1% |
| 3Y | +26.3% | +712.3% | -685.9% | +6.5% |
| 5Y | +12.0% | +484.2% | -472.2% | -6.8% |
| 10Y | +183.2% | +382.3% | -199.1% | +131.8% |
| All | +183.2% | +336.8% | -153.6% | +131.8% |
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