+409.0%
IVV vs ALLE
+331.3%
+77.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.9% | -1.5% | -3.2% |
| 7D | -4.8% | 0.0% | -4.8% | -4.8% |
| 30D | -5.9% | +20.6% | -26.5% | -13.3% |
| 3M | -4.5% | +11.4% | -15.9% | -9.2% |
| 6M | +1.8% | +42.5% | -40.7% | -13.4% |
| YTD | +8.4% | +18.9% | -10.5% | -1.2% |
| 1Y | +9.4% | +14.2% | -4.8% | +1.5% |
| 3Y | +75.3% | +90.7% | -15.4% | +26.0% |
| 5Y | +67.8% | +52.5% | +15.3% | +30.9% |
| 10Y | +314.2% | +231.2% | +82.9% | +125.3% |
| All | +409.0% | +331.3% | +77.7% | +153.2% |
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