+135.2%
IEMG vs ALLE
+212.2%
-76.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.5% | +2.0% |
| 7D | +0.7% | -0.8% | +1.5% | +1.0% |
| 30D | -6.4% | +27.4% | -33.8% | -14.1% |
| 3M | -5.5% | +13.8% | -19.4% | -10.0% |
| 6M | -8.3% | +45.5% | -53.8% | -20.2% |
| YTD | +13.2% | +21.4% | -8.2% | +4.5% |
| 1Y | +13.0% | +15.4% | -2.4% | +6.1% |
| 3Y | +71.6% | +91.7% | -20.1% | +31.1% |
| 5Y | +37.1% | +54.5% | -17.4% | +11.3% |
| 10Y | +135.2% | +210.5% | -75.3% | +47.1% |
| All | +135.2% | +212.2% | -76.9% | +47.1% |
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