+270.3%
ALLE vs VCLT
+52.7%
+217.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -0.2% | -0.5% | +0.3% | 0.0% |
| 30D | -6.8% | -0.9% | -5.9% | -6.5% |
| 3M | +21.0% | -3.2% | +24.3% | +22.7% |
| 6M | +1.1% | -3.8% | +4.9% | +2.8% |
| YTD | -0.5% | -2.0% | +1.5% | +0.3% |
| 1Y | -7.3% | -0.8% | -6.4% | -6.9% |
| 3Y | +42.3% | +12.3% | +30.0% | +36.5% |
| 5Y | +13.5% | -15.4% | +28.9% | +15.0% |
| 10Y | +144.0% | +15.7% | +128.3% | +144.9% |
| All | +270.3% | +52.7% | +217.6% | +264.9% |
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