-29.2%
ALB vs ITOT
+75.4%
-104.7%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -1.9% |
| 7D | -8.6% | -0.4% | -8.2% | -8.1% |
| 30D | -4.0% | -1.6% | -2.5% | -1.4% |
| 3M | -17.4% | +3.5% | -20.9% | -22.5% |
| 6M | -25.4% | +13.1% | -38.5% | -40.4% |
| YTD | -10.5% | +12.7% | -23.3% | -27.8% |
| 1Y | +75.8% | +18.3% | +57.5% | +30.5% |
| All | -29.2% | +75.4% | -104.7% | -77.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling