+951.3%
APH vs IAG
+326.7%
+624.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +5.8% | +2.4% | +7.7% |
| 7D | +1.1% | +24.0% | -22.9% | -0.7% |
| 30D | -7.5% | +5.5% | -13.0% | -7.9% |
| 3M | -4.4% | +8.3% | -12.7% | -5.2% |
| 6M | +26.5% | +6.1% | +20.4% | +25.2% |
| YTD | +20.0% | +20.3% | -0.3% | +17.4% |
| 1Y | +16.9% | +56.5% | -39.6% | +12.4% |
| 3Y | +288.5% | +762.6% | -474.1% | +236.1% |
| 5Y | +310.3% | +546.3% | -236.0% | +249.2% |
| 10Y | +951.3% | +356.1% | +595.2% | +792.9% |
| All | +951.3% | +326.7% | +624.6% | +792.9% |
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