+433.5%
IVV vs ALLE
+260.9%
+172.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.8% |
| 7D | +0.1% | -0.2% | +0.3% | +0.2% |
| 30D | +0.1% | -6.8% | +6.9% | +3.0% |
| 3M | +2.0% | +21.0% | -19.0% | -6.7% |
| 6M | +13.0% | +1.1% | +11.9% | +11.4% |
| YTD | +13.6% | -0.5% | +14.1% | +12.1% |
| 1Y | +20.1% | -7.3% | +27.3% | +21.9% |
| 3Y | +77.6% | +42.3% | +35.4% | +45.5% |
| 5Y | +82.5% | +13.5% | +69.0% | +62.3% |
| 10Y | +316.5% | +144.0% | +172.5% | +157.6% |
| All | +433.5% | +260.9% | +172.7% | +187.3% |
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