+349.6%
ALLE vs ITOT
+397.2%
-47.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.1% |
| 7D | +1.6% | +3.3% | -1.7% | -1.5% |
| 30D | +24.1% | -2.5% | +26.6% | +26.8% |
| 3M | +14.8% | -2.3% | +17.2% | +17.1% |
| 6M | +45.9% | +3.0% | +42.8% | +40.9% |
| YTD | +20.7% | +11.9% | +8.8% | +7.3% |
| 1Y | +14.2% | +12.0% | +2.2% | +1.4% |
| 3Y | +90.7% | +77.8% | +12.9% | +4.7% |
| 5Y | +50.6% | +65.0% | -14.5% | -10.7% |
| 10Y | +208.9% | +290.1% | -81.2% | -25.9% |
| All | +349.6% | +397.2% | -47.6% | -16.9% |
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