+48.9%
APH vs IAG
+100.7%
-51.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.9% |
| 7D | +0.2% | +4.3% | -4.0% | -0.7% |
| 30D | -3.3% | +9.8% | -13.1% | -5.5% |
| 3M | +14.0% | +28.9% | -14.9% | +7.0% |
| 6M | +24.4% | -7.6% | +32.0% | +23.4% |
| YTD | +21.4% | +22.0% | -0.5% | +13.7% |
| 1Y | +48.9% | +99.5% | -50.6% | +31.6% |
| All | +48.9% | +100.7% | -51.8% | +31.6% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling