+282.2%
APH vs IAG
+515.1%
-232.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +7.2% | -3.1% | +3.2% |
| 7D | -5.9% | +21.4% | -27.4% | -8.3% |
| 30D | -14.8% | +4.0% | -18.9% | -15.3% |
| 3M | -12.4% | +17.0% | -29.5% | -14.4% |
| 6M | +8.1% | +1.4% | +6.7% | +7.0% |
| YTD | +10.9% | +13.8% | -2.8% | +7.8% |
| 1Y | +8.8% | +55.8% | -47.0% | +2.4% |
| 3Y | +262.1% | +647.4% | -385.3% | +189.1% |
| All | +282.2% | +515.1% | -232.9% | +192.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling