+221.5%
ALLE vs VEU
+147.4%
+74.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.8% | 0.0% | +0.3% |
| 7D | -0.6% | +0.8% | -1.4% | -1.3% |
| 30D | +26.6% | -1.6% | +28.2% | +28.2% |
| 3M | +13.2% | -4.2% | +17.4% | +17.3% |
| 6M | +42.9% | -1.5% | +44.4% | +43.7% |
| YTD | +21.0% | +11.7% | +9.3% | +7.6% |
| 1Y | +15.2% | +15.6% | -0.4% | -0.9% |
| 3Y | +95.6% | +71.7% | +23.9% | +14.1% |
| 5Y | +53.4% | +49.5% | +3.9% | +2.2% |
| 10Y | +221.5% | +145.6% | +75.8% | +33.1% |
| All | +221.5% | +147.4% | +74.1% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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