+210.5%
ALLE vs VIG
+264.3%
-53.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | +0.1% | -0.1% |
| 7D | -0.8% | -0.3% | -0.5% | -0.5% |
| 30D | +27.4% | +4.9% | +22.4% | +20.6% |
| 3M | +13.8% | +2.9% | +10.9% | +10.2% |
| 6M | +45.5% | +11.2% | +34.3% | +28.9% |
| YTD | +21.4% | +16.0% | +5.4% | +2.5% |
| 1Y | +15.4% | +17.0% | -1.6% | -3.5% |
| 3Y | +91.7% | +66.9% | +24.8% | +5.7% |
| 5Y | +54.5% | +65.8% | -11.3% | -13.2% |
| 10Y | +210.5% | +263.6% | -53.1% | -29.4% |
| All | +210.5% | +264.3% | -53.8% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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