+338.5%
ALLE vs VEU
+128.9%
+209.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.1% |
| 7D | -0.6% | -1.6% | +1.1% | +0.9% |
| 30D | +25.3% | -4.3% | +29.7% | +30.0% |
| 3M | +10.3% | -5.8% | +16.1% | +15.9% |
| 6M | +38.0% | -4.4% | +42.4% | +42.4% |
| YTD | +17.8% | +8.7% | +9.1% | +7.8% |
| 1Y | +13.6% | +12.6% | +1.0% | +0.6% |
| 3Y | +89.2% | +65.2% | +24.0% | +17.3% |
| 5Y | +51.1% | +45.5% | +5.5% | +5.0% |
| 10Y | +228.1% | +142.7% | +85.4% | +44.9% |
| All | +338.5% | +128.9% | +209.6% | +96.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling