+270.3%
ALLE vs VIG
+316.8%
-46.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.5% |
| 7D | -0.2% | -0.4% | +0.2% | +0.3% |
| 30D | -6.8% | -1.0% | -5.8% | -5.8% |
| 3M | +21.0% | +2.8% | +18.3% | +17.4% |
| 6M | +1.1% | +8.2% | -7.1% | -7.5% |
| YTD | -0.5% | +11.0% | -11.6% | -11.7% |
| 1Y | -7.3% | +16.1% | -23.4% | -21.8% |
| 3Y | +42.3% | +56.2% | -13.9% | -14.9% |
| 5Y | +13.5% | +63.0% | -49.5% | -34.6% |
| 10Y | +144.0% | +241.4% | -97.4% | -37.0% |
| All | +270.3% | +316.8% | -46.4% | -24.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling