+17.1%
AWK vs IAG
-7.9%
+25.0%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.1% | +4.4% | -1.0% |
| 7D | -2.6% | -2.1% | -0.5% | -2.6% |
| 30D | +14.2% | -6.2% | +20.3% | +13.8% |
| 3M | +10.0% | -5.1% | +15.2% | +10.1% |
| 6M | +17.1% | -10.0% | +27.1% | +17.8% |
| All | +17.1% | -7.9% | +25.0% | +17.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling