+36.3%
ITW vs ALLE
+17.0%
+19.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.2% |
| 7D | -0.4% | +2.8% | -3.2% | -1.9% |
| 30D | -9.4% | -7.6% | -1.8% | -5.7% |
| 3M | +7.1% | +22.8% | -15.7% | -4.3% |
| 6M | -1.9% | +4.6% | -6.5% | -4.8% |
| YTD | +10.4% | -1.2% | +11.7% | +9.9% |
| 1Y | +3.3% | -9.1% | +12.4% | +7.4% |
| 3Y | +21.0% | +50.0% | -29.0% | -5.6% |
| 5Y | +36.3% | +15.2% | +21.1% | +18.1% |
| All | +36.3% | +17.0% | +19.3% | +18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling