+15.2%
ALLE vs VICR
+53.8%
-38.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -0.9% |
| 7D | +2.8% | +9.8% | -7.1% | +2.0% |
| 30D | -7.6% | -12.6% | +5.0% | -6.9% |
| 3M | +22.8% | -29.7% | +52.5% | +25.0% |
| 6M | +4.6% | +18.8% | -14.2% | +0.4% |
| YTD | -1.2% | +76.4% | -77.6% | -9.0% |
| 1Y | -9.1% | +282.4% | -291.5% | -22.9% |
| 3Y | +50.0% | +206.2% | -156.2% | +24.2% |
| 5Y | +15.2% | +53.9% | -38.7% | -4.0% |
| All | +15.2% | +53.8% | -38.5% | -4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling