+306.5%
IVV vs ALLE
+222.4%
+84.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.3% | +0.7% |
| 7D | -2.7% | -0.6% | -2.1% | -2.5% |
| 30D | -5.4% | +25.3% | -30.7% | -14.3% |
| 3M | -4.1% | +10.3% | -14.3% | -8.4% |
| 6M | +0.7% | +38.0% | -37.3% | -13.3% |
| YTD | +8.7% | +17.8% | -9.0% | -0.5% |
| 1Y | +11.0% | +13.6% | -2.6% | +3.1% |
| 3Y | +75.4% | +89.2% | -13.8% | +25.4% |
| 5Y | +68.3% | +51.1% | +17.3% | +31.1% |
| All | +306.5% | +222.4% | +84.1% | +133.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling