+46.9%
ALLE vs VIG
+56.4%
-9.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.5% |
| 7D | -0.2% | -0.4% | +0.2% | +0.2% |
| 30D | -6.8% | -1.0% | -5.8% | -5.8% |
| 3M | +21.0% | +2.8% | +18.3% | +17.7% |
| 6M | +1.1% | +8.2% | -7.1% | -6.7% |
| YTD | -0.5% | +11.0% | -11.6% | -10.7% |
| 1Y | -7.3% | +16.1% | -23.4% | -20.5% |
| All | +46.9% | +56.4% | -9.5% | -11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling