+19.1%
ITW vs ALLE
+44.7%
-25.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.0% | -0.4% |
| 7D | -1.9% | -2.2% | +0.3% | -0.9% |
| 30D | -10.4% | -8.3% | -2.0% | -6.6% |
| 3M | +3.5% | +16.3% | -12.7% | -4.3% |
| 6M | -3.4% | +1.8% | -5.2% | -4.8% |
| YTD | +8.5% | -3.9% | +12.5% | +9.5% |
| 1Y | +3.2% | -10.0% | +13.3% | +7.5% |
| All | +19.1% | +44.7% | -25.6% | -1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling