+92.2%
ALLE vs IAG
+696.0%
-603.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.3% | +1.0% |
| 7D | -0.8% | +3.4% | -4.3% | -1.0% |
| 30D | +27.4% | -2.7% | +30.1% | +27.4% |
| 3M | +13.8% | -0.5% | +14.3% | +13.7% |
| 6M | +45.5% | -4.8% | +50.3% | +45.3% |
| YTD | +21.4% | +9.6% | +11.8% | +20.3% |
| 1Y | +15.4% | +32.2% | -16.8% | +13.5% |
| All | +92.2% | +696.0% | -603.8% | +66.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling