+216.7%
IAU vs ALLE
+233.6%
-16.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.8% | -0.9% | +1.7% |
| 7D | +4.9% | -0.6% | +5.5% | +4.9% |
| 30D | -1.4% | +26.6% | -28.0% | -2.2% |
| 3M | -4.8% | +13.2% | -17.9% | -5.2% |
| 6M | -12.5% | +42.9% | -55.4% | -13.6% |
| YTD | -4.2% | +21.0% | -25.2% | -4.9% |
| 1Y | +3.1% | +15.2% | -12.0% | +2.4% |
| 3Y | +110.0% | +95.6% | +14.4% | +106.3% |
| 5Y | +123.1% | +53.4% | +69.6% | +119.1% |
| 10Y | +216.7% | +221.5% | -4.8% | +213.6% |
| All | +216.7% | +233.6% | -16.9% | +213.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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