+350.6%
ALLE vs VCLT
+52.2%
+298.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.7% |
| 7D | -0.6% | +1.2% | -1.9% | -1.1% |
| 30D | +26.6% | +3.4% | +23.2% | +24.9% |
| 3M | +13.2% | -0.9% | +14.0% | +13.6% |
| 6M | +42.9% | -3.1% | +46.0% | +44.9% |
| YTD | +21.0% | -2.4% | +23.4% | +22.3% |
| 1Y | +15.2% | -2.7% | +17.8% | +16.5% |
| 3Y | +95.6% | +16.9% | +78.7% | +85.3% |
| 5Y | +53.4% | -17.0% | +70.4% | +56.2% |
| 10Y | +221.5% | +22.1% | +199.4% | +228.0% |
| All | +350.6% | +52.2% | +298.4% | +344.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling