+210.5%
ALLE vs VICR
+1,071.4%
-860.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.0% | -3.1% | +0.4% |
| 7D | -0.8% | +5.7% | -6.5% | -1.6% |
| 30D | +27.4% | -35.2% | +62.6% | +32.2% |
| 3M | +13.8% | -20.3% | +34.1% | +14.3% |
| 6M | +45.5% | -46.3% | +91.8% | +50.3% |
| YTD | +21.4% | +53.4% | -32.0% | +7.3% |
| 1Y | +15.4% | +81.6% | -66.2% | -0.5% |
| 3Y | +91.7% | +360.5% | -268.8% | +35.9% |
| 5Y | +54.5% | +4.4% | +50.1% | +28.5% |
| 10Y | +210.5% | +1,055.3% | -844.8% | +64.9% |
| All | +210.5% | +1,071.4% | -860.9% | +64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 10y: compounded portfolio wealth divided by compounded VICR 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…
10y analysis · Full analysis span regression · 6 months rolling