-35.7%
AUR vs IAG
+504.8%
-540.5%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.7% | +1.4% |
| 7D | +1.4% | -1.1% | +2.5% | +1.7% |
| 30D | -6.4% | +12.1% | -18.5% | -9.0% |
| 3M | +7.7% | +25.5% | -17.8% | +1.5% |
| 6M | +44.5% | -7.1% | +51.6% | +44.9% |
| YTD | +67.4% | +22.9% | +44.6% | +57.0% |
| 1Y | +15.4% | +83.3% | -67.9% | -1.1% |
| 3Y | +94.8% | +808.5% | -713.7% | +13.6% |
| 5Y | -35.1% | +838.0% | -873.1% | -66.7% |
| All | -35.7% | +504.8% | -540.5% | -67.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling