+13.3%
ALLE vs ITOT
+73.3%
-60.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.2% | -2.3% |
| 7D | -2.2% | -0.4% | -1.8% | -1.8% |
| 30D | -8.3% | -1.6% | -6.8% | -7.0% |
| 3M | +16.3% | +3.5% | +12.7% | +12.6% |
| 6M | +1.8% | +13.1% | -11.3% | -8.9% |
| YTD | -3.9% | +12.7% | -16.7% | -13.9% |
| 1Y | -10.0% | +18.3% | -28.3% | -22.9% |
| 3Y | +45.8% | +76.4% | -30.6% | -16.1% |
| 5Y | +13.3% | +73.8% | -60.5% | -35.6% |
| All | +13.3% | +73.3% | -60.1% | -35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling