+95.6%
ALLE vs ITOT
+77.8%
+17.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.5% | +0.3% | +1.1% |
| 7D | -0.6% | +0.2% | -0.8% | -0.8% |
| 30D | +26.6% | -3.0% | +29.6% | +29.1% |
| 3M | +13.2% | -2.7% | +15.9% | +15.1% |
| 6M | +42.9% | +2.6% | +40.3% | +39.8% |
| YTD | +21.0% | +11.5% | +9.6% | +11.5% |
| 1Y | +15.2% | +13.5% | +1.7% | +4.7% |
| 3Y | +95.6% | +79.7% | +15.9% | +7.6% |
| All | +95.6% | +77.8% | +17.8% | +7.6% |
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