+18.0%
ALLE vs ITOT
+12.1%
+5.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | +3.6% | +2.5% | +1.1% | +2.3% |
| 30D | +25.9% | -1.7% | +27.6% | +26.7% |
| 3M | +15.8% | -3.4% | +19.1% | +17.6% |
| 6M | +48.1% | +2.1% | +46.0% | +45.4% |
| YTD | +22.0% | +11.5% | +10.5% | +12.6% |
| 1Y | +18.0% | +13.6% | +4.4% | +7.3% |
| All | +18.0% | +12.1% | +5.9% | +7.3% |
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