+3.2%
ITW vs ALLE
-11.2%
+14.4%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.0% | -0.5% |
| 7D | -1.9% | -2.2% | +0.3% | -0.9% |
| 30D | -10.4% | -8.3% | -2.0% | -6.9% |
| 3M | +3.5% | +16.3% | -12.7% | -3.8% |
| 6M | -3.4% | +1.8% | -5.2% | -4.5% |
| YTD | +8.5% | -3.9% | +12.5% | +7.6% |
| 1Y | +3.2% | -10.0% | +13.3% | +5.7% |
| All | +3.2% | -11.2% | +14.4% | +5.7% |
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