+144.8%
IEMG vs ALLE
+146.0%
-1.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.2% | +0.4% |
| 7D | +1.6% | -2.2% | +3.8% | +2.4% |
| 30D | +4.6% | -8.3% | +13.0% | +7.7% |
| 3M | +4.8% | +16.3% | -11.4% | -1.0% |
| 6M | +16.8% | +1.8% | +15.0% | +15.3% |
| YTD | +24.8% | -3.9% | +28.8% | +25.3% |
| 1Y | +34.3% | -10.0% | +44.3% | +37.7% |
| 3Y | +87.0% | +45.8% | +41.1% | +57.6% |
| 5Y | +49.9% | +13.3% | +36.7% | +36.4% |
| 10Y | +144.8% | +155.3% | -10.5% | +61.8% |
| All | +144.8% | +146.0% | -1.2% | +61.8% |
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 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