+247.7%
APH vs IAG
+573.1%
-325.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.2% | -9.5% | -9.4% |
| 7D | -12.7% | +4.5% | -17.3% | -13.4% |
| 30D | -19.2% | -5.7% | -13.5% | -18.6% |
| 3M | -16.7% | +10.1% | -26.8% | -18.3% |
| 6M | +5.1% | +7.3% | -2.2% | +3.1% |
| YTD | +6.6% | +6.1% | +0.4% | +4.0% |
| 1Y | +3.9% | +46.8% | -42.9% | -2.3% |
| All | +247.7% | +573.1% | -325.3% | +183.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling