+390.3%
ITW vs ALLE
+336.8%
+53.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.8% |
| 7D | +0.5% | +0.1% | +0.4% | +0.5% |
| 30D | +9.1% | +25.9% | -16.9% | -4.2% |
| 3M | -1.6% | +14.9% | -16.4% | -9.2% |
| 6M | +14.5% | +42.1% | -27.6% | -6.7% |
| YTD | +19.2% | +20.4% | -1.2% | +5.9% |
| 1Y | +20.9% | +14.9% | +6.1% | +10.3% |
| 3Y | +33.1% | +90.1% | -57.0% | -10.1% |
| 5Y | +38.2% | +53.0% | -14.8% | +3.2% |
| 10Y | +196.2% | +208.8% | -12.7% | +49.8% |
| All | +390.3% | +336.8% | +53.6% | +115.0% |
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 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