+131.0%
IEMG vs ALLE
+260.9%
-129.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.6% | +1.3% |
| 7D | +2.2% | -0.2% | +2.5% | +2.3% |
| 30D | +4.6% | -6.8% | +11.4% | +7.2% |
| 3M | +0.4% | +21.0% | -20.7% | -6.9% |
| 6M | +16.4% | +1.1% | +15.3% | +15.1% |
| YTD | +25.4% | -0.5% | +26.0% | +24.4% |
| 1Y | +38.3% | -7.3% | +45.5% | +40.3% |
| 3Y | +84.1% | +42.3% | +41.8% | +56.0% |
| 5Y | +49.0% | +13.5% | +35.5% | +35.1% |
| 10Y | +141.8% | +144.0% | -2.2% | +53.2% |
| All | +131.0% | +260.9% | -129.9% | +25.6% |
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 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