+219.2%
ALLE vs VCLT
+18.4%
+200.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.9% | -0.9% |
| 7D | -0.6% | +0.3% | -0.8% | -0.7% |
| 30D | +25.3% | +3.7% | +21.7% | +23.2% |
| 3M | +10.3% | -1.0% | +11.2% | +10.9% |
| 6M | +38.0% | -3.4% | +41.4% | +40.5% |
| YTD | +17.8% | -2.6% | +20.4% | +19.4% |
| 1Y | +13.6% | -3.3% | +16.9% | +15.6% |
| 3Y | +89.2% | +17.3% | +71.9% | +76.4% |
| 5Y | +51.1% | -17.0% | +68.1% | +56.9% |
| All | +219.2% | +18.4% | +200.8% | +212.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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