+14.8%
IVV vs ALLE
+18.6%
-3.8%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.1% | +1.5% |
| 7D | -0.7% | +6.7% | -7.4% | -1.2% |
| 30D | -1.0% | +25.4% | -26.4% | -3.0% |
| 3M | -0.3% | +16.9% | -17.3% | -1.5% |
| 6M | +7.4% | +46.6% | -39.2% | +3.1% |
| YTD | +13.4% | +22.4% | -9.0% | +9.6% |
| 1Y | +14.8% | +17.7% | -2.9% | +12.4% |
| All | +14.8% | +18.6% | -3.8% | +12.4% |
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