+8.2%
ALB vs ITOT
+9.8%
-1.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.4% | +8.0% | +8.7% |
| 7D | +5.5% | -4.8% | +10.2% | +11.3% |
| 30D | -7.5% | -5.9% | -1.6% | -0.8% |
| 3M | -16.9% | -4.9% | -12.0% | -12.1% |
| 6M | -49.2% | +1.4% | -50.6% | -50.8% |
| YTD | -29.9% | +8.4% | -38.2% | -37.0% |
| 1Y | +8.2% | +9.3% | -1.1% | -3.7% |
| All | +8.2% | +9.8% | -1.6% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 1y: compounded portfolio wealth divided by compounded ITOT 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…
1y analysis · Full analysis span regression · 6 months rolling