+356.8%
ITW vs ALLE
+260.9%
+96.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -1.1% |
| 7D | -3.6% | -0.2% | -3.3% | -3.5% |
| 30D | -9.1% | -6.8% | -2.4% | -5.6% |
| 3M | +8.2% | +21.0% | -12.8% | -3.2% |
| 6M | -4.8% | +1.1% | -5.9% | -6.1% |
| YTD | +11.0% | -0.5% | +11.6% | +10.0% |
| 1Y | +4.2% | -7.3% | +11.5% | +7.3% |
| 3Y | +17.3% | +42.3% | -25.0% | -6.8% |
| 5Y | +33.0% | +13.5% | +19.5% | +17.6% |
| 10Y | +182.3% | +144.0% | +38.3% | +62.1% |
| All | +356.8% | +260.9% | +96.0% | +123.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling