+196.2%
ITW vs ALLE
+217.2%
-21.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.8% |
| 7D | +0.5% | +0.1% | +0.4% | +0.5% |
| 30D | +9.1% | +25.9% | -16.9% | -4.8% |
| 3M | -1.6% | +14.9% | -16.4% | -9.5% |
| 6M | +14.5% | +42.1% | -27.6% | -7.5% |
| YTD | +19.2% | +20.4% | -1.2% | +5.3% |
| 1Y | +20.9% | +14.9% | +6.1% | +9.8% |
| 3Y | +33.1% | +90.1% | -57.0% | -12.1% |
| 5Y | +38.2% | +53.0% | -14.8% | +1.6% |
| 10Y | +196.2% | +208.8% | -12.7% | +46.9% |
| All | +196.2% | +217.2% | -21.1% | +46.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling