+338.5%
ALLE vs VIG
+320.7%
+17.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.5% |
| 7D | -0.6% | -1.8% | +1.2% | +1.5% |
| 30D | +25.3% | +2.7% | +22.7% | +21.7% |
| 3M | +10.3% | 0.0% | +10.3% | +10.4% |
| 6M | +38.0% | +6.8% | +31.3% | +28.3% |
| YTD | +17.8% | +12.1% | +5.7% | +3.5% |
| 1Y | +13.6% | +14.8% | -1.2% | -2.9% |
| 3Y | +89.2% | +62.4% | +26.8% | +8.2% |
| 5Y | +51.1% | +59.6% | -8.5% | -10.8% |
| 10Y | +228.1% | +261.5% | -33.3% | -20.5% |
| All | +338.5% | +320.7% | +17.8% | -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 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