+349.6%
ALLE vs VEU
+133.8%
+215.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | +0.2% |
| 7D | +1.6% | +2.4% | -0.8% | -0.4% |
| 30D | +24.1% | -2.0% | +26.1% | +26.1% |
| 3M | +14.8% | -5.1% | +20.0% | +19.9% |
| 6M | +45.9% | -0.7% | +46.6% | +45.7% |
| YTD | +20.7% | +11.0% | +9.7% | +8.5% |
| 1Y | +14.2% | +12.4% | +1.8% | +1.4% |
| 3Y | +90.7% | +69.8% | +20.9% | +15.4% |
| 5Y | +50.6% | +48.2% | +2.4% | +3.0% |
| 10Y | +208.9% | +148.1% | +60.7% | +33.9% |
| All | +349.6% | +133.8% | +215.8% | +97.6% |
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