+208.8%
ALLE vs VIG
+259.6%
-50.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.8% |
| 7D | +0.1% | +1.0% | -0.9% | -1.1% |
| 30D | +25.9% | +4.5% | +21.4% | +19.7% |
| 3M | +14.9% | +2.1% | +12.8% | +12.3% |
| 6M | +42.1% | +10.5% | +31.6% | +26.9% |
| YTD | +20.4% | +15.1% | +5.3% | +2.5% |
| 1Y | +14.9% | +16.9% | -2.0% | -3.9% |
| 3Y | +90.1% | +65.6% | +24.5% | +5.8% |
| 5Y | +53.0% | +64.4% | -11.4% | -13.2% |
| 10Y | +208.8% | +260.6% | -51.8% | -28.8% |
| All | +208.8% | +259.6% | -50.8% | -28.8% |
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