+22.9%
ITW vs ALLE
+18.6%
+4.3%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.8% | +0.6% | +1.7% |
| 7D | +6.3% | +6.7% | -0.4% | +3.7% |
| 30D | +11.1% | +25.4% | -14.3% | +1.2% |
| 3M | +0.1% | +16.9% | -16.8% | -6.1% |
| 6M | +18.1% | +46.6% | -28.5% | -0.2% |
| YTD | +21.4% | +22.4% | -1.0% | +7.6% |
| 1Y | +22.9% | +17.7% | +5.1% | +11.2% |
| All | +22.9% | +18.6% | +4.3% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 1y: compounded portfolio wealth divided by compounded ALLE 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…
1y analysis · Full analysis span regression · 6 months rolling