+50.4%
ALLE vs VEU
+45.1%
+5.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.1% |
| 7D | -0.6% | -1.6% | +1.1% | +0.7% |
| 30D | +25.3% | -4.3% | +29.7% | +29.6% |
| 3M | +10.3% | -5.8% | +16.1% | +15.4% |
| 6M | +38.0% | -4.4% | +42.4% | +42.0% |
| YTD | +17.8% | +8.7% | +9.1% | +7.9% |
| 1Y | +13.6% | +12.6% | +1.0% | +0.8% |
| 3Y | +89.2% | +65.2% | +24.0% | +16.1% |
| All | +50.4% | +45.1% | +5.2% | +2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling