-9.1%
ALLE vs VEU
+26.1%
-35.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | +2.8% | +1.7% | +1.1% | +2.0% |
| 30D | -7.6% | +1.0% | -8.6% | -8.1% |
| 3M | +22.8% | +5.6% | +17.1% | +19.4% |
| 6M | +4.6% | +13.7% | -9.1% | -2.6% |
| YTD | -1.2% | +17.7% | -18.9% | -11.0% |
| 1Y | -9.1% | +25.8% | -34.9% | -24.1% |
| All | -9.1% | +26.1% | -35.2% | -24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling