+237.3%
IAU vs ALLE
+260.9%
-23.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -0.9% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | +4.4% | -6.8% | +11.2% | +4.5% |
| 3M | -1.1% | +21.0% | -22.1% | -1.3% |
| 6M | -13.7% | +1.1% | -14.8% | -13.8% |
| YTD | +2.7% | -0.5% | +3.3% | +2.7% |
| 1Y | +24.6% | -7.3% | +31.9% | +24.5% |
| 3Y | +126.8% | +42.3% | +84.6% | +126.9% |
| 5Y | +139.5% | +13.5% | +126.0% | +138.2% |
| 10Y | +226.3% | +144.0% | +82.2% | +240.6% |
| All | +237.3% | +260.9% | -23.5% | +261.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling