+53.4%
ALLE vs VCLT
-16.7%
+70.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.3% |
| 7D | +3.6% | -2.3% | +5.8% | +5.3% |
| 30D | +25.9% | +0.8% | +25.1% | +25.4% |
| 3M | +15.8% | -2.7% | +18.4% | +18.1% |
| 6M | +48.1% | -4.3% | +52.4% | +52.9% |
| YTD | +22.0% | -4.3% | +26.3% | +25.9% |
| 1Y | +18.0% | -4.4% | +22.4% | +21.9% |
| 3Y | +93.1% | +13.8% | +79.3% | +77.4% |
| All | +53.4% | -16.7% | +70.0% | +56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling