+89.2%
ALLE vs IAG
+621.5%
-532.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.2% | -8.1% | -1.3% |
| 7D | -0.6% | +21.4% | -22.0% | -1.5% |
| 30D | +25.3% | +4.0% | +21.3% | +24.9% |
| 3M | +10.3% | +17.0% | -6.7% | +9.1% |
| 6M | +38.0% | +1.4% | +36.6% | +37.4% |
| YTD | +17.8% | +13.8% | +4.0% | +16.5% |
| 1Y | +13.6% | +55.8% | -42.2% | +11.1% |
| 3Y | +89.2% | +647.4% | -558.2% | +66.5% |
| All | +89.2% | +621.5% | -532.3% | +66.5% |
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