+1,055.9%
APH vs IAG
+371.9%
+684.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.0% |
| 7D | +5.0% | -0.5% | +5.5% | +5.0% |
| 30D | -3.9% | +28.9% | -32.8% | -5.9% |
| 3M | +13.0% | +19.1% | -6.2% | +11.1% |
| 6M | +25.2% | -10.3% | +35.4% | +25.2% |
| YTD | +22.9% | +24.2% | -1.3% | +20.1% |
| 1Y | +47.8% | +116.5% | -68.7% | +39.4% |
| 3Y | +283.0% | +742.8% | -459.8% | +231.2% |
| 5Y | +349.7% | +753.3% | -403.7% | +279.4% |
| All | +1,055.9% | +371.9% | +684.0% | +876.6% |
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 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