+270.3%
ALLE vs IAG
+348.1%
-77.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.1% |
| 7D | -0.2% | -0.5% | +0.3% | -0.2% |
| 30D | -6.8% | +28.9% | -35.7% | -7.8% |
| 3M | +21.0% | +19.1% | +1.9% | +19.9% |
| 6M | +1.1% | -10.3% | +11.4% | +1.1% |
| YTD | -0.5% | +24.2% | -24.7% | -1.9% |
| 1Y | -7.3% | +116.5% | -123.7% | -10.6% |
| 3Y | +42.3% | +742.8% | -700.5% | +28.5% |
| 5Y | +13.5% | +753.3% | -739.9% | +0.7% |
| 10Y | +144.0% | +403.2% | -259.2% | +116.5% |
| All | +270.3% | +348.1% | -77.8% | +227.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling