+270.3%
ALLE vs ITOT
+406.3%
-135.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.3% |
| 7D | -0.2% | +0.1% | -0.3% | -0.3% |
| 30D | -6.8% | 0.0% | -6.8% | -6.8% |
| 3M | +21.0% | +2.0% | +19.1% | +18.5% |
| 6M | +1.1% | +13.0% | -11.9% | -10.5% |
| YTD | -0.5% | +14.0% | -14.5% | -12.8% |
| 1Y | -7.3% | +19.9% | -27.2% | -22.8% |
| 3Y | +42.3% | +75.8% | -33.6% | -20.6% |
| 5Y | +13.5% | +73.8% | -60.4% | -36.0% |
| 10Y | +144.0% | +295.9% | -151.9% | -42.0% |
| All | +270.3% | +406.3% | -135.9% | -32.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling