+202.9%
IAU vs ALLE
+340.4%
-137.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -2.0% | -1.2% |
| 7D | -2.0% | -0.8% | -1.1% | -2.0% |
| 30D | -4.4% | +27.4% | -31.8% | -4.7% |
| 3M | -8.9% | +13.8% | -22.7% | -9.1% |
| 6M | -15.9% | +45.5% | -61.4% | -16.3% |
| YTD | -7.8% | +21.4% | -29.2% | -8.0% |
| 1Y | -3.8% | +15.4% | -19.1% | -4.1% |
| 3Y | +104.3% | +91.7% | +12.6% | +104.1% |
| 5Y | +111.2% | +54.5% | +56.7% | +110.0% |
| 10Y | +216.4% | +210.5% | +5.9% | +230.7% |
| All | +202.9% | +340.4% | -137.6% | +223.8% |
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