+270.3%
ALLE vs VEU
+149.0%
+121.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.5% |
| 7D | -0.2% | +1.1% | -1.4% | -1.2% |
| 30D | -6.8% | +2.2% | -9.0% | -8.5% |
| 3M | +21.0% | +3.0% | +18.1% | +17.4% |
| 6M | +1.1% | +10.9% | -9.8% | -8.4% |
| YTD | -0.5% | +18.2% | -18.7% | -15.2% |
| 1Y | -7.3% | +28.3% | -35.5% | -26.6% |
| 3Y | +42.3% | +74.6% | -32.4% | -15.6% |
| 5Y | +13.5% | +56.4% | -42.9% | -25.7% |
| 10Y | +144.0% | +153.0% | -9.0% | +3.8% |
| All | +270.3% | +149.0% | +121.3% | +54.5% |
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