+50.6%
ALLE vs IAG
+427.4%
-376.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.1% | +4.6% | -0.2% |
| 7D | +1.6% | -2.1% | +3.6% | +1.7% |
| 30D | +24.1% | -6.2% | +30.3% | +24.4% |
| 3M | +14.8% | -5.1% | +20.0% | +14.9% |
| 6M | +45.9% | -10.0% | +55.9% | +46.0% |
| YTD | +20.7% | +3.9% | +16.8% | +19.2% |
| 1Y | +14.2% | +18.9% | -4.7% | +11.6% |
| 3Y | +90.7% | +651.8% | -561.1% | +57.1% |
| 5Y | +50.6% | +416.3% | -365.7% | +18.3% |
| All | +50.6% | +427.4% | -376.8% | +18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling