+309.6%
IVV vs ALLE
+233.6%
+76.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.8% | -0.4% | +1.2% |
| 7D | +0.1% | -0.6% | +0.7% | +0.4% |
| 30D | -3.3% | +26.6% | -29.9% | -12.7% |
| 3M | -2.4% | +13.2% | -15.6% | -7.8% |
| 6M | +2.6% | +42.9% | -40.3% | -12.9% |
| YTD | +11.3% | +21.0% | -9.7% | +0.7% |
| 1Y | +13.4% | +15.2% | -1.7% | +4.9% |
| 3Y | +80.3% | +95.6% | -15.3% | +27.0% |
| 5Y | +72.7% | +53.4% | +19.3% | +33.7% |
| 10Y | +309.6% | +221.5% | +88.2% | +134.6% |
| All | +309.6% | +233.6% | +76.0% | +134.6% |
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