+14.2%
IGV vs AAL
+3.9%
+10.3%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.1% |
| 7D | +2.3% | -0.1% | +2.4% | +2.3% |
| 30D | -6.0% | +11.7% | -17.7% | -7.5% |
| 3M | -4.8% | -12.5% | +7.8% | -3.6% |
| 6M | +14.2% | +3.6% | +10.6% | +16.5% |
| All | +14.2% | +3.9% | +10.3% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AAL.
Daily Out/Under-Performance
Portfolio return minus AAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAL 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 AAL 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