+270.3%
ALLE vs VICR
+1,920.9%
-1,650.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.5% | -4.5% | +0.4% |
| 7D | -0.2% | +0.4% | -0.7% | -0.3% |
| 30D | -6.8% | -13.9% | +7.1% | -5.4% |
| 3M | +21.0% | -38.4% | +59.4% | +26.2% |
| 6M | +1.1% | -7.2% | +8.3% | -1.8% |
| YTD | -0.5% | +72.0% | -72.6% | -11.5% |
| 1Y | -7.3% | +263.3% | -270.5% | -26.3% |
| 3Y | +42.3% | +173.3% | -131.0% | +11.1% |
| 5Y | +13.5% | +47.3% | -33.8% | -9.5% |
| 10Y | +144.0% | +1,495.2% | -1,351.1% | +29.7% |
| All | +270.3% | +1,920.9% | -1,650.6% | +99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling