+53.4%
ALLE vs VEU
+47.6%
+5.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.1% |
| 7D | +3.6% | +2.1% | +1.5% | +1.9% |
| 30D | +25.9% | -0.9% | +26.8% | +26.6% |
| 3M | +15.8% | -5.4% | +21.1% | +20.7% |
| 6M | +48.1% | -1.8% | +49.9% | +49.2% |
| YTD | +22.0% | +10.9% | +11.0% | +9.9% |
| 1Y | +18.0% | +13.6% | +4.5% | +4.2% |
| 3Y | +93.1% | +69.3% | +23.8% | +16.1% |
| All | +53.4% | +47.6% | +5.8% | +2.2% |
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