-28.3%
APTV vs IAG
+389.3%
-417.6%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.2% | -0.3% |
| 7D | -1.7% | -7.7% | +5.9% | -1.1% |
| 30D | -11.6% | +1.6% | -13.2% | -11.9% |
| 3M | -21.2% | -2.4% | -18.8% | -21.3% |
| 6M | -28.5% | -7.8% | -20.7% | -28.5% |
| YTD | -49.1% | +5.0% | -54.1% | -50.0% |
| 1Y | -52.2% | +25.7% | -77.9% | -53.8% |
| 3Y | -48.6% | +694.5% | -743.1% | -59.0% |
| 5Y | -77.3% | +421.7% | -499.0% | -82.3% |
| All | -28.3% | +389.3% | -417.6% | -42.4% |
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