-18.2%
APTV vs IAG
+423.2%
-441.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.2% | +4.8% | +2.8% |
| 7D | -1.8% | -4.1% | +2.3% | -1.5% |
| 30D | -7.9% | +10.6% | -18.5% | -8.8% |
| 3M | -29.9% | +35.4% | -65.3% | -31.9% |
| 6M | -36.6% | -9.5% | -27.0% | -36.6% |
| YTD | -40.0% | +21.8% | -61.8% | -41.6% |
| 1Y | -44.0% | +84.1% | -128.2% | -47.5% |
| 3Y | -54.5% | +817.4% | -871.9% | -63.7% |
| 5Y | -68.8% | +830.1% | -898.9% | -76.2% |
| All | -18.2% | +423.2% | -441.3% | -34.4% |
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