+221.5%
ALLE vs IAG
+326.7%
-105.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.8% | -3.0% | +2.5% |
| 7D | -0.6% | +24.0% | -24.6% | -1.8% |
| 30D | +26.6% | +5.5% | +21.1% | +26.1% |
| 3M | +13.2% | +8.3% | +4.9% | +12.5% |
| 6M | +42.9% | +6.1% | +36.8% | +41.8% |
| YTD | +21.0% | +20.3% | +0.7% | +18.9% |
| 1Y | +15.2% | +56.5% | -41.3% | +11.5% |
| 3Y | +95.6% | +762.6% | -667.0% | +69.5% |
| 5Y | +53.4% | +546.3% | -492.8% | +30.8% |
| 10Y | +221.5% | +356.1% | -134.6% | +168.4% |
| All | +221.5% | +326.7% | -105.2% | +168.4% |
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