+75.1%
ITOT vs ALC
-20.7%
+95.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.1% |
| 7D | -0.9% | -6.3% | +5.4% | +1.3% |
| 30D | -1.5% | -10.3% | +8.8% | +2.1% |
| 3M | +3.6% | -0.7% | +4.3% | +3.4% |
| 6M | +13.7% | -17.8% | +31.5% | +20.7% |
| YTD | +12.9% | -15.8% | +28.7% | +18.6% |
| 1Y | +17.2% | -16.7% | +33.9% | +23.2% |
| 3Y | +75.6% | -19.7% | +95.4% | +83.1% |
| All | +75.1% | -20.7% | +95.8% | +77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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