+185.1%
ITW vs ALLE
+154.9%
+30.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -2.4% | -2.8% | +0.4% | -0.8% |
| 30D | -9.5% | -10.2% | +0.7% | -3.9% |
| 3M | +6.6% | +17.4% | -10.8% | -3.4% |
| 6M | -1.8% | +3.3% | -5.1% | -4.5% |
| YTD | +9.0% | -4.2% | +13.3% | +10.3% |
| 1Y | +3.6% | -10.5% | +14.1% | +8.9% |
| 3Y | +19.4% | +45.4% | -25.9% | -7.6% |
| 5Y | +36.4% | +11.9% | +24.5% | +20.7% |
| All | +185.1% | +154.9% | +30.2% | +56.0% |
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