+155.3%
ALLE vs VEU
+150.1%
+5.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.1% |
| 7D | -2.2% | +0.3% | -2.5% | -2.4% |
| 30D | -8.3% | +0.7% | -9.0% | -8.9% |
| 3M | +16.3% | +4.7% | +11.6% | +11.2% |
| 6M | +1.8% | +11.6% | -9.8% | -8.8% |
| YTD | -3.9% | +16.8% | -20.8% | -17.7% |
| 1Y | -10.0% | +24.9% | -34.9% | -27.7% |
| 3Y | +45.8% | +75.7% | -29.9% | -16.2% |
| 5Y | +13.3% | +56.1% | -42.8% | -27.2% |
| 10Y | +155.3% | +153.6% | +1.7% | +2.7% |
| All | +155.3% | +150.1% | +5.2% | +2.7% |
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